Given that we have a linear model y =XB+e where y denotes an n x1 vector of dependent variable observations, X is an nx k design matrix with a column of 1's in the first column, followed by k-1 columns of k-1 independent variables with n observations per variable and e is an nx1 vector of error terms. Given the following assumptions, E(e) =0, Cov(e)-o, , and the independent variables are fixed (non- stochastic). For the estimator Bos =(X'T'X)" x'Y'y. which of the following statements about the %3D expectation of the estimator is false? ect one: E(Bas)-(X'T'x) E(B)X'r 'X b. None of the other responses are false. E(Pas)- E(x'Y'x)" x'y (Xp + ) C. GLS E(bo)- d. OLS E(Ba)-(XT'x)"x'T 'XE(P) e. POLS E(Ba) - E(B+(X'Y'x)"x'r'e) GLS
Given that we have a linear model y =XB+e where y denotes an n x1 vector of dependent variable observations, X is an nx k design matrix with a column of 1's in the first column, followed by k-1 columns of k-1 independent variables with n observations per variable and e is an nx1 vector of error terms. Given the following assumptions, E(e) =0, Cov(e)-o, , and the independent variables are fixed (non- stochastic). For the estimator Bos =(X'T'X)" x'Y'y. which of the following statements about the %3D expectation of the estimator is false? ect one: E(Bas)-(X'T'x) E(B)X'r 'X b. None of the other responses are false. E(Pas)- E(x'Y'x)" x'y (Xp + ) C. GLS E(bo)- d. OLS E(Ba)-(XT'x)"x'T 'XE(P) e. POLS E(Ba) - E(B+(X'Y'x)"x'r'e) GLS
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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