REGRESSION_SIMULATIONS

REGRESSION_SIMULATIONS - REGRESSION SIMULATIONS Y = 0 + 1...

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REGRESSION SIMULATIONS 01 12 2 0 1 2 , [ 1, .04, .08] (0, ) : ( | , , ), ( , ),[ 5, 0, 1] ij ij ij Yx x u where u N with sh r a s h d i s t i j ras β ββ γ =+ + + = = = Σ Σ=− = = = = Simulation Summary (average values for 100 samples): GLS Est GLS Std Err OLS Est OLS Std Err const 0.9284 0.4802 0.9156 0.2396 X 1 0.0564 0.0565 0.0568 0.0289 X 2 0.0897 0.0565 0.0934 0.0289 Sample 47: GLS Est GLS Std Err OLS Est
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This note was uploaded on 09/14/2011 for the course ESE 502 taught by Professor Ese502 during the Fall '08 term at UPenn.

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