STAT 331 tutorial 7 solutions - STAT 331 SYDE 334 Applied...

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STAT 331 - SYDE 334: Applied Linear ModelsTutorial 7: SolutionsQ1.Consider the log-linear regression modellog(yi) =xiβ+ǫi,ǫiiid∼ N(0, σ2).a. LetZ∼ N(0, σ2). Show thatE[exp(aZ+b)] =integraldisplay−∞exp(az+b)·12πσ2expbraceleftbiggz22σ2bracerightbiggdz= expbraceleftbig12(σa)2+bbracerightbig.
b. Consider the log-linear regression modellog(yi) =xiβ+ǫi,ǫiiid∼ N(0, σ2).2) is
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Tutorial 7: Solutions
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STAT 331 - SYDE 334: Applied Linear Models

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