5. Suppose that we are fitting the straight line Y₁ = Bo+B₁xi +, but the variance of the Y's now depend on the level of x; that is, 0² V(Y₁|x₁) = ², V(Y₂|x2) = ²₂, ..., V(Yn|™n) = Wn where the w; are known constants, often called weights. Find the maximum likelihood estimates for 30 and 3₁. Assume that E(₁) = 0 and that Y's are Normally distributed. Show all your work and circle your final answers.

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5. Suppose that we are fitting the straight line Y; = Bo+B₁; +€, but the variance of the
Y's now depend on the level of x; that is,
V(Y₁|x₁) = ², V(Y₂|x2) = ², ···, V(Yn]£n):
=
0²
Wn
where the w, are known constants, often called weights. Find the maximum likelihood
estimates for 30 and 3₁. Assume that E(₂) = 0 and that Y's are Normally distributed.
Show all your work and circle your final answers.
Transcribed Image Text:5. Suppose that we are fitting the straight line Y; = Bo+B₁; +€, but the variance of the Y's now depend on the level of x; that is, V(Y₁|x₁) = ², V(Y₂|x2) = ², ···, V(Yn]£n): = 0² Wn where the w, are known constants, often called weights. Find the maximum likelihood estimates for 30 and 3₁. Assume that E(₂) = 0 and that Y's are Normally distributed. Show all your work and circle your final answers.
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