Suppose Y=1+X+0.5([图]-1)+u, where X~N(0,1), u~N(0...
Suppose Y=1+X+0.5(-1)+u, where X~N(0,1), u~N(0,1), X and u are independent. (1) If the model is Y=1+X+ε, show that E(Xε)=0; (2) Calculate E(X|ε).
Suppose Y=1+X+0.5(-1)+u, where X~N(0,1), u~N(0,1), X and u are independent. (1) If the model is Y=1+X+ε, show that E(Xε)=0; (2) Calculate E(X|ε).
Letbe the regression disturbance defined in Chapter 2. By definition we have.
Letbe the regression disturbance defined in Chapter 2. If, withbeing some constant, we say that there exists conditional homoskedasticity for.
Letbe the regression disturbance defined in Chapter 2. It is possible thatis NOT orthogonal to, i.e.,.
Supposeis wage andis a gender dummy variable,taking value 1 if an employee is female and value 0 if an employee is male. Which of the following is NOT correct, regarding the interpretation of the conditional expectation?
A、can be interpreted as the average wage of a female worker
B、can be interpreted as the average wage of a male worker
C、
D、
A、Under some assumptions,minimizes the MSE for the class of affine functions defined in Chapter 2.
B、is a random vector.
C、is well-defined only whenis linear in
D、None of the above.
Letbe the regression disturbance defined in Chapter 2. It is impossible thatbutis a function of.
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