What result imply about variance under the null, Basic Statistics

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What result imply about variance under the null

Suppose the DGP is y = Xb + Zg+e (1) e~ N(0; s2In) b-OLS estimator (1) c-ols estimator in y=Xc+u (2)

(a) What is E[b]? What is E[c]?

(b) Consider the null hypothesis H0 : g= 0. Show that Cov[ b,b-c] = 0 under the null. Interpret this result.

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Basic Statistics: What result imply about variance under the null

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Basic Statistics: What result imply about variance under the null

Reference No:- TGS0101766

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Recent Questions Asked Basic Statistics

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Request for Solution File

Ask an Expert for Answer!!

Basic Statistics: What result imply about variance under the null

Reference No:- TGS0101766

Recent Questions Asked Basic Statistics

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