Consider a simple linear regression model Y = Bi + B2X + e with E[e|X] = 0. Let b1, b2 be the estimators for Bi and B2, Y, = bi + b2 X, and ê = Y, - b1 - b2 X1. Which of the following is false? %3D %3D %3D %3D O a. If the homoskedasticity assumption holds, but e is not normally distributed, then Var(b2) # o/ E"(X - X? O b. bi and bz are unbiased even if the homoscedasticity assumption fails. O c. E(Y - Y,)² = E",(Ý, – Ý„² + E . O d. E Y = E", Ý. %3! O e. If X, = 0, then Cov(b1, b2) = 0. %3D
Consider a simple linear regression model Y = Bi + B2X + e with E[e|X] = 0. Let b1, b2 be the estimators for Bi and B2, Y, = bi + b2 X, and ê = Y, - b1 - b2 X1. Which of the following is false? %3D %3D %3D %3D O a. If the homoskedasticity assumption holds, but e is not normally distributed, then Var(b2) # o/ E"(X - X? O b. bi and bz are unbiased even if the homoscedasticity assumption fails. O c. E(Y - Y,)² = E",(Ý, – Ý„² + E . O d. E Y = E", Ý. %3! O e. If X, = 0, then Cov(b1, b2) = 0. %3D
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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![Consider a simple linear regression model Y = Bi + B2X + e with E[e|X] = 0. Let b1, b2 be the estimators for
Bi and B2, Y, = bi + b2 Xi, and ê = Y, - bi - b2 X. Which of the following is false?
%3D
O a. If the homoskedasticity assumption holds, but e is not normally distributed, then
Var(b2) o?/ E(X, - X)?
O b. b, and b, are unbiased even if the homoscedasticity assumption fails.
Oc. E(Y - Y,) = E,(Ÿ, – Ý„}² + E .
O d. E Y = E"-, Ý .
O e. If X = 0, then Cov(b1, b2) = 0.
%3D](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fd38dd18e-d942-4f95-a4cd-67eb468855c4%2Fe598dbf0-2ccf-4aa5-9663-4de087b5470c%2Fakehue_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Consider a simple linear regression model Y = Bi + B2X + e with E[e|X] = 0. Let b1, b2 be the estimators for
Bi and B2, Y, = bi + b2 Xi, and ê = Y, - bi - b2 X. Which of the following is false?
%3D
O a. If the homoskedasticity assumption holds, but e is not normally distributed, then
Var(b2) o?/ E(X, - X)?
O b. b, and b, are unbiased even if the homoscedasticity assumption fails.
Oc. E(Y - Y,) = E,(Ÿ, – Ý„}² + E .
O d. E Y = E"-, Ý .
O e. If X = 0, then Cov(b1, b2) = 0.
%3D
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