Question: 4.1 Consider a bivariate sample with n = 45; r = 20 complete units, 15 units with only Y1 recorded, and 10 units with only
4.1 Consider a bivariate sample with n = 45; r = 20 complete units, 15 units with only Y1 recorded, and 10 units with only Y2 recorded. The data are filled in using unconditional means, as in Section 4.2. AssumingMCAR, determine the percentage bias of estimates of the following quantities computed from the filled-in data:
(a) the variance of Y1 (????11);
(b) the covariance of Y1 and Y2 (????12); and
(c) the slope of the regression of Y2 on Y1 (????12/????11). You can ignore bias terms that are negligible in large samples.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
