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薛真 · 2020年02月23日

问一道题:NO.PZ2020010801000009

问题如下:

Find the OLS estimators for the following data:





选项:

解释:

Doing the basic needed calculations:



β^=(XiX)(YiY)(XiX)2=20.83/8.25=2.52\widehat\beta = \frac{\sum (X_i-\overline X)(Y_i-\overline Y)}{\sum (X_i-\overline X)^2}=20.83/8.25=2.52

α^=Yβ^X=9.42.524.5=1.96\widehat\alpha = \overline Y-\widehat\beta \overline X=9.4-2.52*4.5=-1.96


Continuing to estimate the variance:
s2=1n2iϵ^i2=110219.87=5.55s^2=\frac{1}{n-2}\sum_{i} \widehat\epsilon_i ^2=\frac{1}{10-2}19.87=5.55








老师,没数据呢

1 个答案

品职答疑小助手雍 · 2020年02月23日

同学你好,谢谢指出,已反馈~

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