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申論題資訊

試卷:110年 - 110 國立清華大學碩士班考試入學試題_經濟學系:微積分與統計#105269
科目:研究所、轉學考(插大)-微積分
年份:110年
排序:17

題組內容

3. A researcher is considering a simple linear model without a constant term:
61c9555899321.jpg
where 6: is a random error term, e ~ N(0,σ2) and cov61c9558239c62.jpg = 0. The equation
estimated is given by:
มิ = Ba.,
where 61c95593d7200.jpg is the ordinary least squares (OLS) estimator of B1 and 61c955b11333c.jpg is the fitted
value of y.

申論題內容

(a)Derive the OLS estimator 61c955c60e33a.jpg.