(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
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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
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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