The least-square estimators of the parameters , is, and js are obtained by minimizing the sum of
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With respect to m, Ï„i€™s, and βj€™s; subject to the restrictions: ˆ‘ki=1Ï„i = ˆ‘bj=1 βj = 0. Show that the resultant estimators are
and
Transcribed Image Text:
-μ- η- ) w-ΣΣ i=1 j=l
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then If then Since by the restriction Hence the so...View the full answer
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Related Book For
Mathematical Statistics With Applications In R
ISBN: 9780124171138
2nd Edition
Authors: Chris P. Tsokos, K.M. Ramachandran
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