(oet ber the following model Y: X, B + X. B, + € Where aue mathices vec tors and B; aNe vectos K; x 1, whec j=1,2 Prove the theorem of Fisch- Waugh- Lovell, of the estimatoY y and E nx1, Xj hx 1 ase b B2 Find the dstiibution by OLS in X- [Xs, X2] Condi tioned when 6X-N(0,| C) If BE0. Can B be estinated using only X, ? Define this resticted estima tor as its distibutn and estimator B2 B De ter mine with that of the campae

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Cosider
the following model
y: X, B, + X. B, + €
Where
nx1, X ave matices
y and E ase
and B; ae vectas kyx 1, whec j =1,2
a Prove the theorem
ave
vec tors
nxK
of Fisch- Waugh- Lovell.
E Find the dstiibution f the estimator by OLS
X- [Xs, X2]
when e XN (0,|
B2
Condi tioned
in
BO. (an B b estinated using only X!
Define this resticted estimator as B Determine
its distibuton and
estimator Bz
with that of the
compae
Transcribed Image Text:Cosider the following model y: X, B, + X. B, + € Where nx1, X ave matices y and E ase and B; ae vectas kyx 1, whec j =1,2 a Prove the theorem ave vec tors nxK of Fisch- Waugh- Lovell. E Find the dstiibution f the estimator by OLS X- [Xs, X2] when e XN (0,| B2 Condi tioned in BO. (an B b estinated using only X! Define this resticted estimator as B Determine its distibuton and estimator Bz with that of the compae
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