Weighted least squares estimates

Assignment Help Accounting Basics

Reference no: EM131002812

Let each individual observation, Yi be an independent sample from a Gaussian distribution with mean η and variance, σ2, i.e., Yi ∼ N (η(x, θ), σ2 ; i = 1, 2,. .., n; i i where the variances are not necessarily equal.

(i) Determine the maximum likelihood estimate of the parameter θ in the one- parameter model, η = θx and show that it has the form of a weighted least squares estimate. What are the weights?

(ii) Determine the maximum likelihood estimates of the parameters θ0 and θ1 in the two-parameter model, η = θ0 + θ1x Show that these are also similar to weighted least squares estimates. What are the weights in this case?

Reference no: EM131002812

Questions Cloud

Determine the postretirement benefit expense : Prepare the appropriate journal entries to record the postretirement benefit expense, funding, and retiree benefits for 2011.

True values of the unknown parameters : First, con?rm that the true values of the unknown parameters are θ0 = 1 and θ1 = 2, by computing for each indicated value of xi, the theoretical responses ηi given by:

Write a subroutine that keeps prompting for a filename : Write a subroutine that keeps prompting for a filename until a valid file is entered by the user (print out "file found, thanks") or until five attempts have failed (print out "you did not enter a valid file name"). Call the subroutine from the main ..

Describe two devices incandescent lamps and diodes : What does it mean for two variables, such as current and potential, to have a linear relationship to each other? Describe two devices "incandescent lamps and diodes" in which current and potential do not follow Ohm's Law.

Weighted least squares estimates : Determine the maximum likelihood estimates of the parameters θ0 and θ1 in the two-parameter model, η = θ0 + θ1x Show that these are also similar to weighted least squares estimates. What are the weights in this case?

Determine the net loss or gain as of december 31 : Calculate any amortization of the net loss that should be included as a component of postretirement benefit expense for 2011.

What is the focal length of the concave lens : The image is formed on a screen 18 cm from the lens. You then place the concave lens halfway between the convex lens and the screen. To obtain a sharp image, you need to move the screen 15 cm further away from the lenses. What is the focal length ..

Locate one article in the csu online library : Locate one article in the CSU Online Library that addresses the topic of sacred Buddhist texts in connection with Buddhist involvement in social and political issues. Write a review of the article that includes the following elements:

Data set for the breaking strengths : Padgett and Spurrier (1990)8 obtained the following data set for the breaking strengths (in GPa) of carbon ?bers used in making composite materials.

User Account

All Pages