This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: n i =1 x i ( x i β true + 0) ∑ n i =1 x 2 i (since E ( ± ) = 0) = β true ∑ n i =1 x 2 i ∑ n i =1 x 2 i = β true Variance: V ar ( ˆ β ) = V ar ±∑ n i =1 x i Y i ∑ n i =1 x 2 i ² = ∑ n i =1 x 2 i V ar ( Y i ) ( ∑ n i =1 x 2 i ) 2 = ∑ n i =1 x 2 i V ar ( x i β true + ± i ) ( ∑ n i =1 x 2 i ) 2 = ∑ n i =1 x 2 i (0 + σ 2 ) ( ∑ n i =1 x 2 i ) 2 (since V ar ( ± ) = σ 2 ) = σ 2 ∑ n i =1 x 2 i ( ∑ n i =1 x 2 i ) 2 = σ 2 ∑ n i =1 x 2 i 2...
View
Full
Document
This note was uploaded on 09/20/2011 for the course STAT 100B taught by Professor Wu during the Winter '11 term at UCLA.
 Winter '11
 Wu

Click to edit the document details