What type of standard errors would you use to estimate regression? Does your inference about the parameters change if you use different standard errors

Algebra: Structure And Method, Book 1
(REV)00th Edition
ISBN:9780395977224
Author:Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Publisher:Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Chapter6: Fractions
Section6.1: Simplifying Fractions
Problem 31WE
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  1. What type of standard errors would you use to estimate regression? Does your inference about the parameters change if you use different standard errors?

 

Yi = Bo + B1x1 + B2x2 + u
E (xin -7) E(xi1 –xī) (y; -5)-E1 (xi –xī) (x;2 -x7) E(xz2 –x7) (y; -7)
X¡l -X2
Xi2
i=1
i=1
2
2
Σ는 (x1-z)" (x2-1z)-(Σ(제-지) (x2 -x2)
Σ(xi -X1) (x;2 -x2
Xi2
|
i=1
B = X'X-'x'y
Transcribed Image Text:Yi = Bo + B1x1 + B2x2 + u E (xin -7) E(xi1 –xī) (y; -5)-E1 (xi –xī) (x;2 -x7) E(xz2 –x7) (y; -7) X¡l -X2 Xi2 i=1 i=1 2 2 Σ는 (x1-z)" (x2-1z)-(Σ(제-지) (x2 -x2) Σ(xi -X1) (x;2 -x2 Xi2 | i=1 B = X'X-'x'y
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