題組內容
III. (i)We have n observations to get OLS regression function
.
(1) If we regress
xi where d 2 ≠ 0 , let
be the intercept and
be the intercept of the new regress function, please find
and
?(6%)
III. (i)We have n observations to get OLS regression function
.
(1) If we regress
xi where d 2 ≠ 0 , let
be the intercept and
be the intercept of the new regress function, please find
and
?(6%)