問題詳情
【題組】
(3) For i =
,be the standardized version of the data, where
are the sample mean andsample standard deviation for y over these i observations, and
are thesample mean and sample standard deviation for tj. j = 1.2. . k. Now weregress y* on 1 and xj, j = 1,2, , k, to yield the estimated model as
where
, j = O, 1. . ., k, are the associated OLS estimates.
a. (10%) Find the OLS estimates
=0, 1,
b. (10%) Find the t-ratio for bj in terms of
參考答案