- 2 A Under Which Condition Will The Ols Estimator In The Linear Regression Model Be Unbiased Write Down Another Unbia 1 (38.42 KiB) Viewed 30 times
2. (a) Under which condition will the OLS estimator in the linear regression model be unbiased? Write down another unbia
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2. (a) Under which condition will the OLS estimator in the linear regression model be unbiased? Write down another unbia
2. (a) Under which condition will the OLS estimator in the linear regression model be unbiased? Write down another unbiased estimator in the linear regression model. (5 marks) (b) Assume the random component in the generalised linear model has the density f(y; a) where the parameter a > 2 is unknown. The density is proportional to (y +e)-o-1 and it is defined on (0,2). (i) Show that the canonical form of the density of Y is f(y; o, e) = exp(o ln(y+e) + In(-0-1) - 6-1). [4 marks) (ii) Find the canonical link function and the variance function in this generalised linear model. (5 marks) (iii) Given the sample (Y, X), derive the likelihood function in terms of unknown parameters B. [2 marks]
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