how affect the variance and the expected value add a variable in a linear model
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if the correct model is $Y=X_{1}beta_{1} + X_{2}beta_{2} + varepsilon$, with variance $Var(Y)=sigma^{2}I$.how change the variance and the expected value of $beta^{*}_{1}$, in $Y=X_{1}beta^{*}_{1}+ varepsilon^{*}$?.
statistics parameter-estimation linear-regression
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JohanR
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if the correct model is $Y=X_{1}beta_{1} + X_{2}beta_{2} + varepsilon$, with variance $Var(Y)=sigma^{2}I$.how change the variance and the expected value of $beta^{*}_{1}$, in $Y=X_{1}beta^{*}_{1}+ varepsilon^{*}$?.
statistics parameter-estimation linear-regression
asked 4 hours ago
JohanR
163
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
if the correct model is $Y=X_{1}beta_{1} + X_{2}beta_{2} + varepsilon$, with variance $Var(Y)=sigma^{2}I$.how change the variance and the expected value of $beta^{*}_{1}$, in $Y=X_{1}beta^{*}_{1}+ varepsilon^{*}$?.
statistics parameter-estimation linear-regression
asked 4 hours ago
JohanR
163
if the correct model is $Y=X_{1}beta_{1} + X_{2}beta_{2} + varepsilon$, with variance $Var(Y)=sigma^{2}I$.how change the variance and the expected value of $beta^{*}_{1}$, in $Y=X_{1}beta^{*}_{1}+ varepsilon^{*}$?.
statistics parameter-estimation linear-regression
statistics parameter-estimation linear-regression
asked 4 hours ago
JohanR
163
asked 4 hours ago
JohanR
163
edited 3 hours ago
asked 4 hours ago
JohanR
163
asked 4 hours ago
JohanR
163
asked 4 hours ago
JohanR
163
163
add a comment |
add a comment |
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