Question: 8. Let Y and X be two random variables and the model to establish the relationship between Y and X is K 2 [30+ 1Xi+Ez

8. Let Y and X be two random variables and the model to establish the relationship between Y and X is K 2 [30+ 1Xi+Ez where 6,; i151 N (0, 02). But the predictor variable is measured with error (52- : X5\" Xi where Xi\" is the value of the predictor variable with measurement error. Assume that 6,; and (it are independent with E (6;) = 0. Considering that K- and X: follow bivariate normal distribution, the conditional distribution of Kle is normal with mean E (KIXf) = 55+}?fo and variance 03,1 ' XT' Derive the exact expression for the relationship between the response K and predictor Xi" through [if using 0% and (I? which are the variances of X and (5, respectively Does [if overestimate the true relationship [7'17 [20 Points] Hint: If X1 N N #1 , 2:11 E12 1 X2 #2 E21 2:22 then
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
