If B; is an unbiased estimator of B; is also a consistent estimator of B, then when the sample size tends to infinity: Select one: O a. the distribution of B, collapses to a single value of zero. O b. the distribution of B, diverges away from a single value of zero. O C. the distribution of B, ccollapses to the single point B; O d. the distribution of B, diverges away from B;

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 8E
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If B, is an unbiased estimator of B; is also a
j
consistent estimator of B, then when the sample
size tends to infinity:
Select one:
O a. the distribution of B, collapses to a single
value of zero.
O b. the distribution of ß, diverges away from a
single value of zero.
O c. the distribution of B, ccollapses to the
single point ß;
O d. the distribution of B, diverges away from B;
Transcribed Image Text:If B, is an unbiased estimator of B; is also a j consistent estimator of B, then when the sample size tends to infinity: Select one: O a. the distribution of B, collapses to a single value of zero. O b. the distribution of ß, diverges away from a single value of zero. O c. the distribution of B, ccollapses to the single point ß; O d. the distribution of B, diverges away from B;
If B, is an OLS estimator of a regression coefficient
'j
associated with one of the explanatory variables,
such that j=1,2,..,n, asymptotic standard error of
B, ill refer to the:
Select one:
O a. estimated variance of B, when the error
term is normally distributed
O b. estimated variance of a given coefficient
when the error term is not normally
distributed
O C. square root of the estimated variance of B.
j
when the error term is normally distributed.
d.
O d. square root of the estimated variance of B;
when the error term is not normally
distributed
Transcribed Image Text:If B, is an OLS estimator of a regression coefficient 'j associated with one of the explanatory variables, such that j=1,2,..,n, asymptotic standard error of B, ill refer to the: Select one: O a. estimated variance of B, when the error term is normally distributed O b. estimated variance of a given coefficient when the error term is not normally distributed O C. square root of the estimated variance of B. j when the error term is normally distributed. d. O d. square root of the estimated variance of B; when the error term is not normally distributed
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