问题如下:
a. What is the population value of in the regression if and and ?
解释:
Using the omitted variable formula, when X2 is omitted from the regression,
where is the regression slope from a regression of X2 on X1.
还是不明白为什么是根号下1.2啊,麻烦老师讲讲呗Shuangshuang · 2021年02月20日
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问题如下:
a. What is the population value of in the regression if and and ?
解释:
Using the omitted variable formula, when X2 is omitted from the regression,
where is the regression slope from a regression of X2 on X1.
还是不明白为什么是根号下1.2啊,麻烦老师讲讲呗NO.PZ202001080100003501问题如下 Whis the population value of β1\beta_1β1 in the regression Yi=α+β1X1+ϵiY_i = \alpha + \beta_1X_1 + \epsilon_iYi=α+β1X1+ϵi if ρX1X2=0.6\rho_{X_1X_2}= 0.6ρX1X2=0.6 anσX12=1\sigma_{X_1}^2 = 1σX12=1 anσX22=1.2\sigma_{X_2}^2 = 1.2σX22=1.2? Using the omittevariable formulwhen X2 is omittefrom the regression,β1=1.2−2.1∗(0.6∗1∗1.21)=−0.18\beta_1 = 1.2-2.1*(\frac{0.6*\sqrt 1*\sqrt 1.2}{1})=-0.18β1=1.2−2.1∗(10.6∗1∗1.2)=−0.18where 0.6∗1∗1.21\frac{0.6*\sqrt 1*\sqrt 1.2}{1}10.6∗1∗1.2 is the regression slope from a regression of X2 on X1. β1的等式是怎么得出来的啊,不太明白这个题
答案是不是应该是用根号下1/2不是根号下1.2…
请问题目中提到的regression slope formula是在课件哪里出现的呢
您好,请问omittevariable formula是什么公式啊?讲义里没有哎…具体的解题过程麻烦帮忙写一下…直接列式有点懵逼,谢谢