Consider the simple linear model Y = tically distributed with mean 0 and variance o?. Note: Must use the Linear combination of Y method! See Example 12 of 3 - Simple Linear Regression (Inference). Bo...


please help with sub part c


Consider the simple linear model Y =<br>tically distributed with mean 0 and variance o?. Note: Must use the Linear<br>combination of Y method! See Example 12 of 3 - Simple Linear Regression<br>(Inference).<br>Bo + B1 + €, e are independent, iden-<br>a) Show that the least square estimator Bo<br>Ỹ - Bī is an unbiased of B-<br>b) Show that (1) Varl&] = i<br>o? (ii) and attains the minimum<br>n Σ, (τ- )>.<br>variance among all estimates that are linear combination of the response<br>variable Y.<br>c) Show that the test statistic<br>t =<br>is equivalent to t=<br>where S.E(B)) =<br>%3D<br>S.E(§)'<br>VE (; – #)²<br>1-r2<br>-<br>п-2<br>

Extracted text: Consider the simple linear model Y = tically distributed with mean 0 and variance o?. Note: Must use the Linear combination of Y method! See Example 12 of 3 - Simple Linear Regression (Inference). Bo + B1 + €, e are independent, iden- a) Show that the least square estimator Bo Ỹ - Bī is an unbiased of B- b) Show that (1) Varl&] = i o? (ii) and attains the minimum n Σ, (τ- )>. variance among all estimates that are linear combination of the response variable Y. c) Show that the test statistic t = is equivalent to t= where S.E(B)) = %3D S.E(§)' VE (; – #)² 1-r2 - п-2

Jun 11, 2022
SOLUTION.PDF

Get Answer To This Question

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here