The expression for the restricted coefficient vector in (5-23) may be written in the form b =[I
Question:
The expression for the restricted coefficient vector in (5-23) may be written in the form b∗ =[I − CR]b + w, where w does not involve b. What is C? Show that the covariance matrix of the restricted least squares estimator is
σ2(X'X)−1 − σ2(X'X)−1 R'[R(X'X)−1R']−1R(X'X)−1
and that this matrix may be written as
Var[b |X] {[Var(b |X)]−1 − R'[Var(Rb) |X]−1R} Var[b |X].
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 83% (12 reviews)
By factoring the result in 523 we obtain b I CRb w where ...View the full answer
Answered By
Akshay Singla
as a qualified engineering expert i am able to offer you my extensive knowledge with real solutions in regards to planning and practices in this field. i am able to assist you from the beginning of your projects, quizzes, exams, reports, etc. i provide detailed and accurate solutions.
i have solved many difficult problems and their results are extremely good and satisfactory.
i am an expert who can provide assistance in task of all topics from basic level to advance research level. i am working as a part time lecturer at university level in renowned institute. i usually design the coursework in my specified topics. i have an experience of more than 5 years in research.
i have been awarded with the state awards in doing research in the fields of science and technology.
recently i have built the prototype of a plane which is carefully made after analyzing all the laws and principles involved in flying and its function.
1. bachelor of technology in mechanical engineering from indian institute of technology (iit)
2. award of excellence in completing course in autocad, engineering drawing, report writing, etc
4.70+
48+ Reviews
56+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
The regression model to be analyzed is y = X 1 1 + X 2 2 + , where X 1 and X 2 have K 1 and K 2 columns, respectively. The restriction is 2 = 0. a. Using (5-23), prove that the restricted...
-
The following information for 20X7 was derived from the records of a nongovernment ONPO or VHWO: Unrestricted contributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $...
-
The length |u| (magnitude) of a vector u = xi+ yj + zk is given by |u| = x2 + y2 + z2. Given the vector u = 23.5i - 17j + 6k, determine its length in the following two ways: (a) Define the vector in...
-
Consider a uniform plane wave having E = Ex(z, t), and H = H, (z,t), and propagating in the +z direction in a lossless dielectric medium. The time variation of Ex in a constant z-plane and the...
-
Make up a multiple-choice question that will test your classmates on the distinction between any two terms in the Summary of Terms list.
-
Required information Use the following information for the Exercises below. [The following information applies to the questions displayed below.] Hart Company made 4,100 bookshelves using 23,000...
-
Given that P1A B2 = .3 and P1B0A2 = .9, find LO5 P(A).
-
Plevin Company ended its fiscal year on July 31, 2019. The company's adjusted trial balance as of the end of its fiscal year is shown below. Instructions (a) Prepare the closing entries using page...
-
6.14 Figure P6.14 shows a 1-DOF model of an automotive suspension system, where mass m is one-quarter of the vehicle's mass, and the stiffness and damper elements represent the suspension system. The...
-
A TV channel has a bandwidth of 6 MHz. If we send a digital signal using one channel, what are the data rates if we use one harmonic, three harmonics, and five harmonics?
-
The current price of Parador Industries stock is $67 per share. Current sales per share are $18.75, the sales growth rate is 8 percent, and Parador does not pay a dividend. The expected return on...
-
What are the sustainable growth rate and required return for Beagle Beauties? Using these values, estimate the current share price of Beagle Beauties stock according to the constant dividend growth...
-
Use the construction given in Theorem 1.39 to convert the following two nondeterministic finite automata to equivalent deterministic finite automata. a 1 1 2 a a,b a ,b 2 () (b) 3. (6)
-
Melannie Inc. sold $8,200 worth of merchandise on June 1, 2015 on credit. After inspecting the inventory, the customer determined that 10% of the items were defective and returned them to Melannie...
-
2. (20 marks) A firm wishes to produce a single product at one or more locations so that the total monthly cost is minimized subject to demand being satisfied. At each location there is a fixed...
-
Evaluate your own negotiation way. Do you have one? how you consider having an excellent negotiaiton skill could help any business person to achieve its goals.
-
j. Interest was accrued on the note receivable received on October 17 ($100,000, 90-day, 9% note). Assume 360 days per year. Date Description Dec. 31 Interest Receivable Interest Revenue Debit Credit
-
A Chief Risk Officer (CRO) is interested in understanding how employees can benefit from AI assistants in a way that reduces risk. How do you respond
-
Find point estimates for the mean and standard deviation of the Months Customer data in the Credit Risk Data file. Draw five random samples of sizes 50 and 250 from the data using the Sampling tool....
-
Write each fraction as a percent. 7 50
-
It is commonly asserted that the DurbinWatson statistic is only appropriate for testing for first-order autoregressive disturbances. What combination of the coefficients of the model is estimated by...
-
The data used to fit the expectations augmented Phillips curve in Example 12.3 are given in Table F5.1. Using these data, reestimate the model given in the example. Carry out a formal test for first...
-
Data for fitting an improved Phillips curve model can be obtained from many sources, including the Bureau of Economic Analysiss (BEA) own website, Economagic. Com and so on, obtain the necessary data...
-
Assume that an investment of $100,000 is expected to grow during the next year by 8% with SD 20%, and that the return is normally distributed. Whats the 5% VaR for the investment? A. $24,898 B....
-
Simpson Ltd is a small IT company, which has 2 million shares outstanding and a share price of $20 per share. The management of Simpson plans to increase debt and suggests it will generate $3 million...
-
The following are the information of Chun Equipment Company for Year 2 . ( Hint: Some of the items will not appear on either statement, and ending retained earnings must be calculated. ) Salaries...
![Mobile App Logo](https://dsd5zvtm8ll6.cloudfront.net/includes/images/mobile/finalLogo.png)
Study smarter with the SolutionInn App