Consider a log-linear regression model for the positive r.v. Yi whose value exceeds 50, satisfying log(Y; – 50) = B12; +

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Consider A Log Linear Regression Model For The Positive R V Yi Whose Value Exceeds 50 Satisfying Log Y 50 B12 1 (78.4 KiB) Viewed 67 times

Consider a log-linear regression model for the positive r.v. Yi whose value exceeds 50, satisfying log(Y; – 50) = B12; + B2x} + €i, i = 1, 2, n, 2 where €1, ... , en are independent random errors with the same N(0,0%) distribution, and Xi's are non-random design sample. Here B1, B2 and o2 > 0 are unknown parameters. ., Yn (a) Find the maximum likelihood estimators of Bi and B2 in terms of Yı, Y2, and X1, X2, ..., ani [10 marks] (b) Find the maximum likelihood estimator of o”; [7 marks] (c) Write down the maximum likelihood estimator of o; [3 marks] (d) Find the Fisher information matrix of 0 = (B1, B2, 02). [10 marks]