а. (у + 2)2— 2x log y - In u = 2e-x, k > 0 ay ax? ду? b. uxx + xy uxy + y²u² = 0 = v2 + x azu C. t- a²u X- at2 %3D
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Classify the following PDE as (i) Linear or Nonlinear, (ii) Homogeneous or
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- A linear multiple regression model is given as: Y = βo + β1 X1 + β2 X2 + μ a. Determine the parameters of this model b. Explain the circumstance under which X1 be called an endogenous variable?2. We would like to fit a linear regression estimate to the dataset {(x®,y@),(x), y),., (x(N), g/N)} with x e RM by minimizing the ordinary least square (OLS) objective function: N M -Συ, .(i) J(w): j=1 Specifically, we solve for each coefficient wk (1< k < M) by deriving an expression of Wk from the critical point J(w) the dataset (x(1), y(1)), (x(2), y(2)), . 0. What is the expression for each wk in terms of … , (x(^), y(N) and w1, , wk-1, Wk+1; *** , WM? .. .. Select one: E, (y() –D,-1,j+k W;x;") i=D1 Wk = =1 O WkA system consists of two subsystems in parallel. The reliability of each sub- system is given by (Weibull failure) R(t) = e failure may be neglected, determine the system MTTF. . Assuming that common mode %3DConsider a polynomial regression model Y = Bo + BrX + B2X +...+BX + Ui, where E (u₁|X₁, X²,..., X) = 0, observations (Y₁, X;) are independent and identically distributed and 0 < E (Y₂¹) < ∞, 0 < E (X¹¹) < ∞. How is the OLS estimation affected if we estimate a linear regression 1) when the true form of the regression function is quadratic (r = 2) or cubic (r = 3)? (r =(a) Use an appropriate linearization to approximate 46 (b) Use the same linearization from part (a) to approximate N50 (c) Which of the above do you think is a better approximation? Explain your reasoning.1. Simple Linear Regression Estimation: (а) For the model y; B1 + B2x; + ui, define the fitted value ĝ; and residual û;. (b) x to arrive at estimates for B1 and B2? How does OLS take data on the outcome variable y and the independent variable Suppose you have the OLS estimate of the slope coefficient B2 from regressing ax; is equal to (c) y on x. Show that the slope coefficient if you regressed y on x* for x B2/a, where a is some constant. To be clear, I want you to show that B = B2/a, where B2 is the OLS estimate of B2 from the model Yi = B1 + B2x; + ui, and B is the OLS estimate of B; from the model y; = Bi + B5x + U;.Consider the following simple linear regression model, Y; = Po + B₁X₁ + εi, for i=1,2,...,n, where &'s are all independent and normally distributed with E(₁) = 0, and Var(₁) = 0². i) Check whether a statistic Y = Y + B₁ (X₁-X) is an unbiased estimator of the mean of the response variable E(Y) or not. Justify your conclusion.27. a) What are residual plots and box plots? b) Do the stability analysis of the following model which is formulated to study the effect of toxicant on one competing species where the environmental toxicant concentration is being taken to change w.r.t. time. dN = rN, - α,Ν,N, - d,C,N , dt dN2 = rN, - α,N,., dt dCo = k,P - g,C, – m¡C, dt dP Q- hp – kPN, + gC,N . dt along with the initial conditions. N, (0) = N10,N2 (0)= N20,C, (0)= 0, P(0)= P, > 0 %3D Here, N1 (t) = Density of prey populationoption: a. true b. false c. others pls scpecify 1. The ARIMA equation is a regression type equation in which the dependent variables are lags of the independent variable and/or lags of the forecast errors. 2. The I in ARIMA means Integration or the order of the difference used to make the series stationary. 3. The two most useful tools in any attempt at model identification are the sample autocorrelation function and the sample partial autocorrelation function.I estimate a multiple linear regression model for portfolio using market size and value and adding as usual a constant ( to make sure that E(errors)=0 as per the GM assumptions request ). Then I wish to identify monthly effects so I generate a dummy for each month of the year , from January to December included . EViews will Select one: a. send out an error message saying : near singular matrix . This is happening because I fell into the dummy variable trap because the sum of all the dummy variables is at any point in time equal to 1 . As a consequence the OLS estimator is not identified b. send out an error message saying : near singular matrix . This is happening because I fell into the dummy variable trap because the costant (c) multiplies the regressor 1 and the sum of all the dummy variable is at any point in time equal to 1 . As a consequence the model is not identified and no estimator can estimate the betas c. send out an error message saying : near singular…Please urgent help neededSEE MORE QUESTIONS