5. Unbiasedness of OLS estimators (a) Show that beta, can be written as: E(X¡ – X )u; E (X; – X)² B = (b) Use the result from (a) to show that Bị is an unbiased estimator of B1. (c) Show that Bọ is an unbiased estimator of Bo.
5. Unbiasedness of OLS estimators (a) Show that beta, can be written as: E(X¡ – X )u; E (X; – X)² B = (b) Use the result from (a) to show that Bị is an unbiased estimator of B1. (c) Show that Bọ is an unbiased estimator of Bo.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:5. Unbiasedness of OLS estimators
(a) Show that beta, can be written as:
E(X; – X)u;
E(X; – X)²
-
(b) Use the result from (a) to show that B1 is an unbiased estimator of B1.
(c) Show that Bo is an unbiased estimator of Bo.
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