Suppose the true regression model is Y, B₁ + B₂ X₁ + and it happens that that variance of, of disturbance term for the ith observation is proportional to the value of X₁. To improve the efficiency of the estimation, we define a new variable 2. and obtain a fitted weighted least squares regression: 2=5+0.2+ Fill in the following blanks: 1. The weighted least squares estimator for B₁ is 2. The weighted least squares estimator for B₂ is

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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1.

Suppose the true regression model is
Y-B₁ + B₂X₁ +
and it happens that that variance of, of disturbance term for the ith observation is proportional to the value of X..
To improve the efficiency of the estimation, we define a new variable 2. and obtain a fitted weighted least squares regression:
2₁ = 5 +0.2
Fill in the following blanks:
1. The weighted least squares estimator for B₁ is
2. The weighted least squares estimator for ₂ is
Transcribed Image Text:Suppose the true regression model is Y-B₁ + B₂X₁ + and it happens that that variance of, of disturbance term for the ith observation is proportional to the value of X.. To improve the efficiency of the estimation, we define a new variable 2. and obtain a fitted weighted least squares regression: 2₁ = 5 +0.2 Fill in the following blanks: 1. The weighted least squares estimator for B₁ is 2. The weighted least squares estimator for ₂ is
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