[求助]期末考试题目。来帮忙解答下。要贴出答案。

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consider the one-variable regression model:Yi=B0+B1Xi+ui,and suppose that it satisfies the assumption in key concept 4.3. suppose that Yi is measured with error,so that the data are ý=Yi+wi,where wi is the measurement error which is i.i.d and independetn of Yi and Xi. Consider the population regression ý=B0+B1+vi,where vi is the regression error using the mismeasured depdendent bariable,ý.

问题： a.show that vi=ui+wi b.show that the regression ý=B0+B1Xi+vi satisfied the assumption in key concept 4.3.(Assume that wi is indepent of Yj and Xj for all values of i and j has a finite fourth moment.) c.Are the OLS estimators consistent? d.Can confidence intervals be constructed in the ususl way? e.Evaluate the statement:"Measrement error in the X's is a serious problem.Measurement error in Y is not." （附带：经典回归假设条件 key concept 4.3 Yi=B0+B1Xi+ui,where:E(ui|Xi)=0; (Xi,Yi) are i.i.d;(Xi,ui) have nonzero finite fourth moments）

[此贴子已经被作者于2005-1-6 12:54:01编辑过]

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关键词：期末考试 考试题目 考试题 Measurement constructed 求助 考试 题目 帮忙 解答

做了份参考答案，希望能够正确。

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[此贴子已经被作者于2005-1-6 14:42:57编辑过]

哎呀。虽然本人是初学者，对数学不敏感，看了不是太理解，只体会了一点点。但还是十分感谢。还好考试可以带两张手吵A4纸，抄下来，考到了就写上去。

你实在是个好人啊。