Question 1 Provide an algebraic proof that the least squares estimator is not consistent when Cov(x,e)=0 with the regression model y =B1+B2E(x)+e where E(e)=0 So that E(y) = B1 + B2E(x)
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Question 1
Provide an algebraic proof that the least squares estimator is not consistent when Cov(x,e)=0 with the regression model y =B1+B2E(x)+e where E(e)=0
So that E(y) = B1 + B2E(x)
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- Olympic Pole Vault The graph in Figure 7 indicates that in recent years the winning Olympic men’s pole vault height has fallen below the value predicted by the regression line in Example 2. This might have occurred because when the pole vault was a new event there was much room for improvement in vaulters’ performances, whereas now even the best training can produce only incremental advances. Let’s see whether concentrating on more recent results gives a better predictor of future records. (a) Use the data in Table 2 (page 176) to complete the table of winning pole vault heights shown in the margin. (Note that we are using x=0 to correspond to the year 1972, where this restricted data set begins.) (b) Find the regression line for the data in part ‚(a). (c) Plot the data and the regression line on the same axes. Does the regression line seem to provide a good model for the data? (d) What does the regression line predict as the winning pole vault height for the 2012 Olympics? Compare this predicted value to the actual 2012 winning height of 5.97 m, as described on page 177. Has this new regression line provided a better prediction than the line in Example 2?a) explain on he strenght and variation of the model (multiple regression) b) At a-value =0.01. test whether there is a significiant relationship between the dependent variable (y) and the independant variables x1, x2 and x3Question 1 Provide an algebraic proof that the least squares estimator is not consistent when Cov(x,e)=0 with the regression model y =B1+B2E(x)+e where E(e)=0 So that E(y) = B1 + B2E(x) Full explain this morning and text typing work only thanks
- tion 13 A least squares regression line a. may be used to predict a value of y if the corresponding value is given O b. implies a cause-effect relationship between x and y O c. can only be determined if a good linear relationship exists between x and y Od. All of these answers are correct.For the regression model Yi = b0 + eI, derive the least squares estimator.Data from a sample of 10 student is used to find a regression equation relating y = score on a 100-point exam to x = score on a 10-point quiz. The least squares regression equation is = 35 + 6 x. The standard error of the slope is 2. The following hypotheses are tested: ŷ 3.1 a. -2.0 b. 2.0 c. 3.0 d. 0 Ho: B₁ = 0 Ha: B₁ 0 What is the value of the t-statistic for testing the hypotheses? What is a 95% confidence interval for P₁ 3.2 a. (1.38, 10.62) b. (1.48, 10.52) c. (1.54, 10.46) d. None of the above
- Find the least-squares regression line ŷ =b0+b1x through the points (-2,2), (2,6), (5,13),(8,20),(10,24). For what value of x is ŷ =0? x =?Detail all the steps involved in testing the hypothesis below for the linear regression model y = XB + e, where X = (50 x 6) for two cases. Ho: X3B3 + x4B4 = 0 На: x3B3 + x4B4 # 0Construct an example of a regression model that satisfies the assumptionE(ui | Xi) = 0 but for which E(U | X ) ≠0n.
- y y 90 54 50 53 80 91 35 41 60 48 35 61 60 71 40 56 60 71 55 68 40 47 65 36 55 53 35 11 50 68 60 70 65 57 90 79 50 79 35 59 A data set consist of dependent variable (y) and independent variable (x) as shown above. It is claims that the relationship between the x and y can be modelled through a regression model as follows: ŷ = a+bx where a and b are the estimated values for a and ß (refer to Appendix). (i) Determine the equation of the regression line to predict the y value from the x value. (ii) If the x value is 75, what is the value of y? (iii) Test the hypothesis that a=10 against the alternative a <10. Use a 0.05 level of significance. (iv) Construct a 95% prediction interval for the y with x=35.Find the least-squares regression line ŷ bo+ b₁z through the points For what value of is y = 0? H= (-2,0), (1, 6), (4, 14), (8, 19), (10, 27).A) A linear regression has a =6 and b=5 what is y predicted as when x=9? B) A linear regression has b=3 and a=4.What is the predicted Y for x=7?