Math Stat Final 2006

Math Stat Final 2006 - AEB 6933: Mathematical Statistics...

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AEB 6933: Mathematical Statistics for Food and Resource Economics Final – December 8, 2006 1. Demonstrate that ordinary least squares estimates are maximum likelihood given that the errors are independently and identically distributed normal. (20 points) 2. Compare and contrast the implications of ordinary least squares under mathematical spanning, ordinary least squares, and maximum likelihood. (20 points) 3. Demonstrate that ordinary least squares are best linear unbiased estimators. (30 points). 4. Given the data (variance of the 12 1 y x x vector) provided in Table 1 derive the ordinary least squares estimator of 0 1 1 2 2 y x x with 2 ~ 0, N . Given a mean squared error of the residual of 0.0177 what is
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This note was uploaded on 07/18/2011 for the course AEB 6933 taught by Professor Carriker during the Fall '09 term at University of Florida.

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Math Stat Final 2006 - AEB 6933: Mathematical Statistics...

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