oei der the following model Y: X, B + X. B, + € Where mathices y and E Cand B; ac vectos k; x1, whec j=1,2 Prave the theorem of Fisch- Waugh- Lovell. vec tors hx1, X ave ave Find the dstiibution of the estinato by OLS in X- [Xs, X2] when eKN(0,r B2 Condi tioned ) If B=0. (an B be estinated using only X! Define this resticted estima tor as its distibuton and compae with that of the estimator s B De ter mine B2

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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(ovetber
(orsi der
the following model
Y: X, B + X. B, + €
Where
nx1, X
are mathices
y and E ase
and B; ac vectas ky x 1, whoc j =4,2
Prove the theorem of Fisch-Waugh- Lovell.
ave
vec tors
nxK
E Find the dstiibution f the estimator by OLS
X- [X4, X2]
B2
condi tioned
when E
in
c) If BEO. Can B be estimated using caly X2 !
Define this restricted estimator as B, Determine
its dis tibuton and ompare
estimator Bz
with that of the
Transcribed Image Text:(ovetber (orsi der the following model Y: X, B + X. B, + € Where nx1, X are mathices y and E ase and B; ac vectas ky x 1, whoc j =4,2 Prove the theorem of Fisch-Waugh- Lovell. ave vec tors nxK E Find the dstiibution f the estimator by OLS X- [X4, X2] B2 condi tioned when E in c) If BEO. Can B be estimated using caly X2 ! Define this restricted estimator as B, Determine its dis tibuton and ompare estimator Bz with that of the
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