Consider the linear model: ky = xy +e E(e|x) = 0 where k is a known positive scalar. Cov(A,B) (a) Show that Corr(ky, x) = Corr(y, x) where Corr(A, B) = %3D VVar(A)Var(B) (b) Derive the OLS estimator for y. Compare with the OLS estimator for B from the standard bivariate re- gression model. Consider now the model ky = krô + e E(e|x) = 0 (c) Derive the OLS estimator for 8. Compare with the OLS estimators for B and y.
Consider the linear model: ky = xy +e E(e|x) = 0 where k is a known positive scalar. Cov(A,B) (a) Show that Corr(ky, x) = Corr(y, x) where Corr(A, B) = %3D VVar(A)Var(B) (b) Derive the OLS estimator for y. Compare with the OLS estimator for B from the standard bivariate re- gression model. Consider now the model ky = krô + e E(e|x) = 0 (c) Derive the OLS estimator for 8. Compare with the OLS estimators for B and y.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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