Maurice Tutor

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    Argosy University/ Phoniex University/
    Nov-2005 - Oct-2011

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    Phoniex University
    Oct-2001 - Nov-2016

Category > Management Posted 28 Sep 2017 My Price 8.00

squares estimator

Exercise 11.28: There are important applications in which, due to known scientific constraints, the regression line must go through the origin (i.e., the intercept must be zero). In other words, the model should read

width=

and only a simple parameter requires estimation. The model is often called the regression through the origin model.

(a) Show that the least squares estimator of the slope is

width=

(b) Show that  width=

(c) Show that b1in part (a) is an unbiased estimator for β1. That is, show E(B1) = β1.

Suppose we have a linear equation through the origin (Exercise 11.28) μY |x= βx.

(a) Estimate the regression line passing through the origin for the following data:

x

0.5

1.5

3.2

4.2

5.1

6.5

y

1.3

3.4

6.7

8.0

10.0

13.2

(b) Suppose it is not known whether the true regression should pass through the origin. Estimate the linear model μY |x= β0+β1x and test the hypothesis that β0= 0, at the 0.10 level of significance, against the alternative that β0≠ 0.

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Maurice Tutor
(5)
Status NEW Posted 28 Sep 2017 11:09 PM My Price 8.00

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