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2. The OLS estimator for B is b = (X'X)-'X'y. Show that b=B+ (X'X)-'X' Hint: substitute y = XB + e into the normal equat

Posted: Sun Oct 03, 2021 3:27 pm
by answerhappygod
2 The Ols Estimator For B Is B X X X Y Show That B B X X X Hint Substitute Y Xb E Into The Normal Equat 1
2 The Ols Estimator For B Is B X X X Y Show That B B X X X Hint Substitute Y Xb E Into The Normal Equat 1 (11.86 KiB) Viewed 103 times
2. The OLS estimator for B is b = (X'X)-'X'y. Show that b=B+ (X'X)-'X' Hint: substitute y = XB + e into the normal equation.