By the law of large numbers, as the sample size grows the OLS estimator 3 from a regression of Y on X and a constant will pproach: O a. V[Y]/V[X] O b. Cov(Y, X) O c. Cov(Y, X)/V[X] O d. E[Y]/E[X] e. E[Y X]/E[X]

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 4E
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By the law of large numbers, as the sample size grows the OLS estimator ĝ from a regression of Y on X and a constant will
approach:
a. V[Y]/V[X]
b. Cov(Y, X)
c. Cov(Y, X)/V[X]
d. E[Y]/E[X]
e. E[YX]/E[X]
Transcribed Image Text:By the law of large numbers, as the sample size grows the OLS estimator ĝ from a regression of Y on X and a constant will approach: a. V[Y]/V[X] b. Cov(Y, X) c. Cov(Y, X)/V[X] d. E[Y]/E[X] e. E[YX]/E[X]
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