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Author Question: The OLS estimator for the multiple regression model in matrix form is A) (X'X)-1X'Y B) ... (Read 260 times)

nevelica

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on: Jun 29, 2018
The OLS estimator for the multiple regression model in matrix form is
 
  A) (X'X)-1X'Y
  B) X(X'X)-1X' - PX
  C) (X'X)-1X'U
  D) (X-1X)-1X-1Y

Question 2

To prove that the OLS estimator is BLUE requires the following assumption
 
  A) (Xi,Yi) i = 1, , n are i.i.d. draws from their joint distribution
  B) Xi and ui have nonzero finite fourth moments
  C) the conditional distribution of ui given Xi is normal
  D) none of the above

Question 3

Feasible WLS does not rely on the following condition:
 
  A) the conditional variance depends on a variable which does not have to appear in the regression function.
  B) estimating the conditional variance function.
  C) the key assumptions for OLS estimation have to apply when estimating the conditional variance function.
  D) the conditional variance depends on a variable which appears in the regression function.


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Andromeda18

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Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: A

Answer to Question 2

Props to you, cheers.

Answer to Question 3

Answer: D


nevelica

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Reply 2 on: Jun 29, 2018
YES! Correct, THANKS for helping me on my review

Dnite

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Reply 3 on: Yesterday
:D TYSM

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