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Please just answer part a c d
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Please just answer part a c d
Please just answer part a c d
6. Suppose the assumptions of Classical Linear Regression Model applies to the condi- tional mean function: 2 3 E(Y|X) = Xißi+X2B2, with X'X = = is 1 3 X'Y = [ ] Y'Y = 5, and n = 27. = 1 = > a) Estimate B1, B2, and their standard errors. b) Test the hypothesis H. : B1 = B2 against HA: B1 + B2. Ho Now suppose it is known that B1 = B2, but their common value 0, say, is unknown. Two estimators of 0 are proposed. The first is (@1 + B2)/2, where §, and ß2 are @1 the coefficients in least squares multiple regression of Y on X1 and X2. The other is the coefficient in the least-squares linear regression of Y on the single variable Z = X1 + X2. - c) Compute the expectation of both estimators. d) Compute their variances. =
6. Suppose the assumptions of Classical Linear Regression Model applies to the condi- tional mean function: 2 3 E(Y|X) = Xißi+X2B2, with X'X = = is 1 3 X'Y = [ ] Y'Y = 5, and n = 27. = 1 = > a) Estimate B1, B2, and their standard errors. b) Test the hypothesis H. : B1 = B2 against HA: B1 + B2. Ho Now suppose it is known that B1 = B2, but their common value 0, say, is unknown. Two estimators of 0 are proposed. The first is (@1 + B2)/2, where §, and ß2 are @1 the coefficients in least squares multiple regression of Y on X1 and X2. The other is the coefficient in the least-squares linear regression of Y on the single variable Z = X1 + X2. - c) Compute the expectation of both estimators. d) Compute their variances. =