6. Suppose we estimate a linear regression equation Y; = Bo + B1X; + u; byOLS.(a) Show thatE ûi0, where the û;'s are the regression residuals.i3D1(b) Suppose we regress X; on û; by OLS, including a constant term inthe regression. Show that the estimated coefficient on û; is equal to zero.(c)Suppose we regress Y; on the predicted value Y; by OLS, includinga constant term in the regression. Show that the estimated coefficienton Y; is equal to one.(Hint: the regression residual is defined by û; = Y; – Y; where the predictedvalue Y; = Bo + B,X;. Here, Bo and B1 are the OLS estimators.)

Given regression model, Yi = 0 + 1Xi + ui

Answered: OLS. (a) Show that û; = 0,_where the…

Math

Advanced Math

OLS. (a) Show that û; = 0,_where the û;'s are the regression residuals. n Li: 1

Advanced Engineering Mathematics

10th Edition

ISBN:9780470458365

Author:Erwin Kreyszig

Publisher:Erwin Kreyszig

Chapter2: Second-order Linear Odes

Section: Chapter Questions

Problem 1RQ

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