2012 gary smith essential statistics, regression, and econometrics academic press (2011)

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Ngày tải lên: 08/04/2014, 12:10

... Known 10 99 10 99 11 08 11 11 111 6 11 26 11 32 11 46 11 52 11 65 Chapter 54 .1 54.2 54.3 54 Dynamic Linear Models Specification and Recursive Solution Locally Constant Model The Reference Model 11 69 11 69 11 75 ... Measures 10 36 10 37 10 38 10 38 10 42 10 43 10 43 10 44 10 45 10 50 Chapter 49 Distributed Lags 49 .1 Geometric lag 49.2 Autoregressive Distributed Lag...

Ngày tải lên: 04/07/2014, 15:20

... cdf is in (−∞, 2) , 1/36 in [2, 3), 3/36 in [3,4), 6/36 in [4,5), 10/36 in [5,6), 15/36 in [6,7), 21 /36 in [7,8), 26 /36 on [8,9), 30/36 in [9,10), 33/36 in [10,11), 35/36 on [11, 12) , and in [ 12, +∞) ... (1/36,3/36], in (3/36,6/36], in (6/36,10/36], in (10/36,15/36], in (15/36 ,21 /36], in (21 /36 ,26 /36], in (26 /36,30/36], 10 in (30/36,33/36], 11...

Ngày tải lên: 04/07/2014, 15:20

... in uenced by outliers E[y − 630 0|y≥ 630 0] = E[6000 + 1000z − 630 0|6000 + 1000z≥ 630 0] (5.8. 13) (5.8.14) = E[1000z − 30 0|1000z 30 0] (5.8.15) = E[1000z|z≥0 .3] − 30 0 (5.8.16) = 1000 E[z|z≥0 .3] − 30 0 ... Pr[2 3 < x 3 ≤ 5 3] = Pr[ 2 3 < x 3 ≤ 5 3 ] = Pr[− < x 3 ≤ 2 2 1 1] = Φ(1) − Φ(− ) = Φ(1) − (1 − Φ( )) = Φ(1) + Φ( ) − = 0.84 13 + 0.6915 − = 0. 532 8 Some tables (Greene) g...

Ngày tải lên: 04/07/2014, 15:20

... 0.5 and min(x, y) ≤ 0 .4] 0. 24 0. 24 = = = Pr[min(x, y) ≤ 0 .4] − 0.36 0. 64 8.3 CONDITIONAL PROBABILITY AND CONDITIONAL MEAN 215 • d Compute the joint cumulative distribution function of u and v Answer ... 227 Problem 140 points Given two independent random variables x and y with density functions fx (x) and gy (y) Write down their joint, marginal, and conditional densities A...

Ngày tải lên: 04/07/2014, 15:20

... their values are contained in a linear subspace This has relevance for estimators involving singular random variables: two such estimators (i.e., functions of a singular random variable) should ... r dr, the inner integral becomes − 2π e−t = 2π ; therefore the whole integral is Therefore the product of the integrals of the marginal densities is 1, and since each such marginal integral is...

Ngày tải lên: 04/07/2014, 15:20

... determined by the joint distribution of x and y However the line representing the underlying relationship can only be determined if one has information in addition to the joint density, i.e., in ... permanent income hypothesis, drawing at random families in a given country and asking them about their income y and consumption c can be modeled as the independent observations of two...

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... continuous function g which is and nonincreasing for x < and nondecreasing for x > (13.2.3) E[g(|x − θ|)] ≤ E[g(|y − θ|)] 360 13 ESTIMATION PRINCIPLES for every continuous and nondecreasing function ... Cramer Rao 378 13 ESTIMATION PRINCIPLES inequality can also be written in the form (13.4. 27) MSE[t; θ◦ ] ≥ −1/ E◦ [h(θ◦ )] (13.4.26) and (13.4. 27) are usually written in the foll...

Ngày tải lên: 04/07/2014, 15:20

... disparity in hiring rates • b point What would this percentage have to be if training tripled (instead of doubling) one’s chances of getting the job? Answer If training tripled one’s chances of being ... the hiring rates? Answer Since 60% of whites are hired and 40% of the minority group, rm = 60/40 = 1.5 Training is the factor x Sind persons with training had twice the chance of getting...

Ngày tải lên: 04/07/2014, 15:20

... the vectors Dx2 and Dy? 18.3 THE COEFFICIENT OF DETERMINATION 501 Answer Dx2 is og, the dark blue line starting at the origin, and Dy is cy, the red line starting on x1 and going up to the peak ... is the deterministic part of all the y i , and εi is the random part Model is “simple regression” in which the deterministic part µ is not constant but is a function of the nonrando...

Ngày tải lên: 04/07/2014, 15:20

... strength of a linear association between y and all components of x together, and the partial correlation coefficient measures the strength of that part of the linear association between y and y which ... 229 and 240 To set notation, call the minimum MSE in the first prediction (Problem 229) MSE[constant term; y], and the minimum MSE in the second prediction (Problem 240) MSE[cons...

Ngày tải lên: 04/07/2014, 15:20

... to virus attacks and breakins In Linux, the user is the master of the computer and can exploit its full potential • You spend too much time pointing and clicking In GNU/Linux and other unix systems, ... put the following two lines into your batch files For interactive use on X-terminals you must comment them out again (by putting /* in front and */ after them) 21.5 INSTRUCTION...

Ngày tải lên: 04/07/2014, 15:20

... this lefthand side; it is amazing and surprising that it is exactly the population equivalent of the F -test for testing α = in the regression with intercept It can be estimated by replacing α2 ... MSE-matrices are singular, i.e., both estimators allow an error-free look at certain linear combinations of the parameter vector ˆ • b point Give two vectors g = [ g1 ] and h = h1 satisfying...

Ngày tải lên: 04/07/2014, 15:20