作者dexmanlau (loser)
看板Statistics
标题[问题] 统计问题
时间Fri Jun 22 15:57:33 2007
希望板上统计高手能帮小弟解答一下此问题!!非常感谢!!
Consider the model : y = p x + e
t t t
where t=1,.....T. If we want to obtain unbiased estimator p-hai
(即p的估计值)for the finite sample, which condition it must be have ?
(A) Cov(e, x ) (B) Var(e /1,x )=变异数 (C) E(e /1,x )=0 (D) E(x e )=0
t t t t t t t t
(E) E(e e /x ,x )=0
t t t t
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