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Consider the Simple Regression Model Yi = β0 + β1Xi

Question 39

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Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? Xi)= θX Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? where θ is a known constant with θ > 0.
(a)Write the weighted regression as Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? i = β0 Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? 0i + β1 Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? 1i + Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? i.How would you construct Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? i, Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? 0i and Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? 1i?
(b)Prove that the variance of is Consider the simple regression model Yi = β0 + β1Xi + ui where Xi > 0 for all i,and the conditional variance is var(ui Xi)= θX where θ is a known constant with θ > 0. (a)Write the weighted regression as i = β0 0i + β1 1i + i.How would you construct i, 0i and 1i? (b)Prove that the variance of is i homoskedastic. (c)Which coefficient is the intercept in the modified regression model? Which is the slope? (d)When interpreting the regression results,which of the two equations should you use,the original or the modified model? i homoskedastic.
(c)Which coefficient is the intercept in the modified regression model? Which is the slope?
(d)When interpreting the regression results,which of the two equations should you use,the original or the modified model?

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