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6. Suppose the intercept of simple linear regression model is known as 5. One can consider the model Y₁ = 5+ ẞX₁+ui for i=1,...,n, E(u) = 0, Var(u) = 1. Find the OLS estimator B, E(B), Var(B).

6. Suppose the intercept of simple linear regression model is known as 5. One can consider the model Y₁ = 5+ ẞX₁+ui for i=1,...,n, E(u) = 0, Var(u) = 1. Find the OLS estimator B, E(B), Var(B).

MATLAB: An Introduction with Applications
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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6. Suppose the intercept of simple linear regression model is known as 5. One can consider the model Y₁ = 5+ BX; +ui for i = 1,...,n, E(u) = 0, Var(u) = 1. Find the OLS estimator B, E(B), Var(B). 7. Consider the simple linear regression given by Y₁ = B1+ B2Xi+ui But instead of assuming E(u|x) = 0, suppose one assume E(u|x) = 3 Obtain OLS estimator B1, B2.
Transcribed Image Text:6. Suppose the intercept of simple linear regression model is known as 5. One can consider the model Y₁ = 5+ BX; +ui for i = 1,...,n, E(u) = 0, Var(u) = 1. Find the OLS estimator B, E(B), Var(B). 7. Consider the simple linear regression given by Y₁ = B1+ B2Xi+ui But instead of assuming E(u|x) = 0, suppose one assume E(u|x) = 3 Obtain OLS estimator B1, B2.
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