A true model of regression is: y = Bo + B1a1 + B2x2 + u But the model we regressed was: y = Bo + B1æ1+ ũ We also run the auxiliary regression: x2 = Yo + Y1X1+v Q. When would simple regression estimate of B1 equal the multiple regression estimate of B1? (Check ALL that apply.) a) B2 = 0 b) u = 0 O c) Y1 = 0 O d) v = 0

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Topic Video
Question

R3

A true model of regression is:
y = Bo + B1a1 + B2x2 + u
But the model we regressed was:
y = Bo + B,æ1+ ũ
We also run the auxiliary regression:
X2 = Yo + Y1x1+v
Q. When would simple regression estimate of B1 equal the multiple regression
estimate of B1? (Check ALL that apply.)
a)
B2 = 0
b)
u = 0
c)
Y1 = 0
d)
v = 0
Transcribed Image Text:A true model of regression is: y = Bo + B1a1 + B2x2 + u But the model we regressed was: y = Bo + B,æ1+ ũ We also run the auxiliary regression: X2 = Yo + Y1x1+v Q. When would simple regression estimate of B1 equal the multiple regression estimate of B1? (Check ALL that apply.) a) B2 = 0 b) u = 0 c) Y1 = 0 d) v = 0
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Algebraic Operations
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman