Ngày tải lên :
08/04/2014, 12:28
... β1 and β2 , and an unobserved error term, ut Thus, of the five quantities that appear in (1.01), two, yt and Xt , are observed, and three, β1 , β2 , and ut , are not Three of them, yt , Xt , and ... k2 , X21 of dimensions n2 × k1 , and X22 of dimensions n2 × k2 , with n1 + n2 = n and k1 + k2 = k Thus X11 and X12 have the same number of rows, and also X21 and X22 , as required for the submatrices ... normal random variable is 0, and that its variance is These two properties account for the use of the term “standard.” 1.7 A normally distributed random variable can have any mean µ and any positive...