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6.5. Consider the following models: Model I: Y₁ = B₁ + B₂X₁ + Ui Model II: Y₁ = a₁ + a₂X₁ + U₁ where Y and X* are standa
Posted: Sun Jun 05, 2022 11:51 am
by answerhappygod
- 6 5 Consider The Following Models Model I Y B B X Ui Model Ii Y A A X U Where Y And X Are Standa 1 (87.72 KiB) Viewed 64 times
6.5. Consider the following models: Model I: Y₁ = B₁ + B₂X₁ + Ui Model II: Y₁ = a₁ + a₂X₁ + U₁ where Y and X* are standardized variables. Show that â2 = ₂(Sx/Sy) and hence establish that although the regression slope coefficients are independent of the change of origin they are not independent of the change of scale. 66