Find the least squares estimator of the parameter B (beta) in the following regression model: y= B + u
What is the variance of the estimator?
Asked
Active
Viewed 46 times
0
Sahil Chopra
- 11
-
1(-1) $\sum_{i=1}^n Y_i/n$. $\sum_{i=1}^n \left(Y_i - \sum_{i=1}^n Y_i/n\right)^2/n$. You're welcome. :) – tchakravarty Dec 29 '13 at 17:38
-
What changes if the regression model line is y=bx + u? – Sahil Chopra Dec 29 '13 at 17:44