(asi der model the following Y X, B + X. B, + E Where vec tors cand B; oNe vectos K; x1, whoc j=1,2 Prove the theovem of Fisch- Waugh- Lovell, X ave matices K; x 1, whee j=4,2 y and E nx 1 ave Find the distiibution f the estimator by OLS in X- [Xs, X2] when'e \X-N(0,| Condi tioned c) If BE0. Can B be estimated using only X, ! Define this resticted estima tor as B De ter mine its distibuton and compare with that of the estimator Bz
(asi der model the following Y X, B + X. B, + E Where vec tors cand B; oNe vectos K; x1, whoc j=1,2 Prove the theovem of Fisch- Waugh- Lovell, X ave matices K; x 1, whee j=4,2 y and E nx 1 ave Find the distiibution f the estimator by OLS in X- [Xs, X2] when'e \X-N(0,| Condi tioned c) If BE0. Can B be estimated using only X, ! Define this resticted estima tor as B De ter mine its distibuton and compare with that of the estimator Bz
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Plzz give the answer of all.
![Cosider
the following model
y: X, B, + X. B, + €
Where
nx1, X ave matices
y and E ase
and B; ae vectas kyx 1, whec j =1,2
a Prove the theorem
ave
vec tors
nxK
of Fisch- Waugh- Lovell.
E Find the dstiibution f the estimator by OLS
X- [Xs, X2]
when e XN (0,|
B2
Condi tioned
in
BO. (an B b estinated using only X!
Define this resticted estimator as B Determine
its distibuton and
estimator Bz
with that of the
compae](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F621607d6-d1c2-4822-9916-5f050bbb4871%2Ffcd15115-1920-4711-a3f0-130eea110baf%2Fsjdd3zr_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Cosider
the following model
y: X, B, + X. B, + €
Where
nx1, X ave matices
y and E ase
and B; ae vectas kyx 1, whec j =1,2
a Prove the theorem
ave
vec tors
nxK
of Fisch- Waugh- Lovell.
E Find the dstiibution f the estimator by OLS
X- [Xs, X2]
when e XN (0,|
B2
Condi tioned
in
BO. (an B b estinated using only X!
Define this resticted estimator as B Determine
its distibuton and
estimator Bz
with that of the
compae
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