- 2 Consider The Linear Regression Model Y Bo B X U For Each I 1 N With N Large Let B1 Be The Ols Estim 1 (24.89 KiB) Viewed 69 times
2. Consider the linear regression model Y, = Bo + B,X, +U, for each i = 1..... n. with n large. Let B1, be the OLS estim
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am
2. Consider the linear regression model Y, = Bo + B,X, +U, for each i = 1..... n. with n large. Let B1, be the OLS estim
2. Consider the linear regression model Y, = Bo + B,X, +U, for each i = 1..... n. with n large. Let B1, be the OLS estimate of 3. Let c be such that Pr Bi>c)=0.005. The 99% confidence interval for 8, is OBL-SE(n) , 31,1 + SEL) xd. O Bin-2 X SE(Bin) X c. Bun+ 2 x SEB1..) x d. O [..-+. O 11-20,31.. +20.