Show that under the assumptions of normal multipleregression analysis(a) E(Bˆ i) = βi for i = 0, 1, ... , k;(b) var(Bˆ i) = ciiσ2 for i = 0, 1, ... , k;(c) cov(Bˆ i, Bˆ j) = cijσ2 for i Z j = 0, 1, ... , k.
Show that under the assumptions of normal multipleregression analysis(a) E(Bˆ i) = βi for i = 0, 1, ... , k;(b) var(Bˆ i) = ciiσ2 for i = 0, 1, ... , k;(c) cov(Bˆ i, Bˆ j) = cijσ2 for i Z j = 0, 1, ... , k.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter8: Further Techniques And Applications Of Integration
Section8.2: Integration By Parts
Problem 41E
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Show that under the assumptions of normal multiple
(a) E(Bˆ i) = βi for i = 0, 1, ... , k;
(b) var(Bˆ i) = ciiσ2 for i = 0, 1, ... , k;
(c) cov(Bˆ i, Bˆ j) = cijσ2 for i Z j = 0, 1, ... , k.
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