NO.PZ2020010801000032
问题如下:
The sample mean is an OLS estimator of the model . What does the BLUE property imply about the mean estimator?
解释:
The sample mean estimator is the BLUE because it is a special case of OLS if the data are homoscedastic.
老师好,有两个问题:1、这个方程都没有X,也就是Y就是一个常数加扰动项,这是用ols估计法得出的无偏估计?不太明白。2、红色框里,为什么“线性”只是说明估计量是随机变量?不是线性就不是随机变量了吗?您可以举个例子吗?