تكلم مع الذكاء الاصطناعي
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501 تمرين 15
Consider the binary variable version of the fixed effects model in Equation (10.11), except with an additional regressor, Dl i ; that is, let
a. Suppose that n = 3. Show that the binary regressors and the "constant" regressor are perfectly multicollinear; that is, express one of the variables D 1 i D2 i D 3 i and X 0,it as a perfect linear function of the others, where X 0,it , = 1 for all i, t.
b. Show the result in (a) for general n.
c. What will happen if you try to estimate the coefficients of the regression by OLS
a. Suppose that n = 3. Show that the binary regressors and the "constant" regressor are perfectly multicollinear; that is, express one of the variables D 1 i D2 i D 3 i and X 0,it as a perfect linear function of the others, where X 0,it , = 1 for all i, t.
b. Show the result in (a) for general n.
c. What will happen if you try to estimate the coefficients of the regression by OLS
التوضيح
موثّق
موثّق
a) The following is the given regression...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
لماذا لم يعجبك هذا التمرين؟
أخرى 8 أحرف كحد أدنى و 255 حرفاً كحد أقصى
حرف 255
