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book Introductory Econometrics 4th Edition by Jeffrey Wooldridge cover

Introductory Econometrics 4th Edition by Jeffrey Wooldridge

Edition 4ISBN: 978-0324660609
book Introductory Econometrics 4th Edition by Jeffrey Wooldridge cover

Introductory Econometrics 4th Edition by Jeffrey Wooldridge

Edition 4ISBN: 978-0324660609
Exercise 8
Let Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:  0 and Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:  l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!).
(i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x.
==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.]
(iii) Show that B0 can be written as Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:  .w i u i where w i =d i /SST X and d i = x i - Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:
(iv) Use parts (i) along with Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:  to show that Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:  1 and Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:  are uncorrelated. [Hint: You are being asked to show that Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:
(iii) show that Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:  0 can be written as Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:
(iv). Use parts (ii) and (iii) to show that Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:
(v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint: Let   0 and   l be the OLS intercept and slope estimators, respectively, and let u be the sample average of the errors (not the residuals!). (i) Show that B1 can be written as = B1 + V.. w.u. where w. = d./SST and d. = x. - x. ==1 w. = 0, to show that B1 and u are uncorrelated. [Hint: You are being asked to show that E[(fi1 - B1). u] = 0.] (iii) Show that B0 can be written as   .w i u i where w i =d i /SST X and d i = x i -    (iv) Use parts (i) along with   to show that   1 and   are uncorrelated. [Hint: You are being asked to show that    (iii) show that   0 can be written as    (iv). Use parts (ii) and (iii) to show that    (v) Do the algebra to simplify the expression in part (iv) to equation (2.58). [Hint:
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Introductory Econometrics 4th Edition by Jeffrey Wooldridge
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