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Consider the population model E[yi|Xi, Zi] = g(xi) + ziß for some function g(.). (This is referred to as a partial linear model.) Show that E[ỹiži] = žįß for which ỹi = yi — E[yi|x;] and Žį = Zį - E[Z₁|xį]. (Hint: first use the Law of Iterated Expectations to find E[y₁|x;], and express y; as a function of 2₁.)

Consider the population model E[yi|Xi, Zi] = g(xi) + ziß for some function g(.). (This is referred to as a partial linear model.) Show that E[ỹiži] = žįß for which ỹi = yi — E[yi|x;] and Žį = Zį - E[Z₁|xį]. (Hint: first use the Law of Iterated Expectations to find E[y₁|x;], and express y; as a function of 2₁.)

MATLAB: An Introduction with Applications
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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How do you use the law of iterated expectation to find the answer? see attachment

Consider the population model E[yi|xi, Zi] g(xi) + zi3 for some function g(.). (This is referred to as a partial linear model.) Show that Elyi Zi] = Ziß3 for which yiyi - E[yi xi] and Žį = Zį – E[z₁|x₁]. (Hint: first use the Law of Iterated Expectations to find E[yixi], and express ỹi as a function of žį.) =
Transcribed Image Text:Consider the population model E[yi|xi, Zi] g(xi) + zi3 for some function g(.). (This is referred to as a partial linear model.) Show that Elyi Zi] = Ziß3 for which yiyi - E[yi xi] and Žį = Zį – E[z₁|x₁]. (Hint: first use the Law of Iterated Expectations to find E[yixi], and express ỹi as a function of žį.) =
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