ECO375F - 2.3 - Unbiasedness of the Slope Estimator (β1)

  Рет қаралды 38,259

Econometrics and Analytics

Econometrics and Analytics

Күн бұрын

Пікірлер: 22
@shehryar221
@shehryar221 5 жыл бұрын
I genuinely love you for this
@EconometricsAndAnalytics
@EconometricsAndAnalytics 5 жыл бұрын
@clara___3374
@clara___3374 4 жыл бұрын
I love all your videos. I have been struggling with some concepts
@loveconomics
@loveconomics 9 ай бұрын
Why did you assume \sum(x_i - x_bar) = 0 in @5:00 but then take a conditional expectation of the same variables in @8:00 ? I would have just assumed they both equal to zero and have the \sum(xi-x_bar)^2 cancel. You would be left with beta_1_hat = beta_1. Great video either way. I am just not sure why you didn't assume \sum(x_i - x_bar) = 0 for both cases.
@nithyamayananda6964
@nithyamayananda6964 4 жыл бұрын
Does this apply to multivariate regressions as well as univariate? Thank you, great videos!
@RemiDav
@RemiDav 4 жыл бұрын
I am not sure I understand your question ? Are you asking if the proof applies to multivariate regression ? For multivariate regression, there is a similar proof but using Matrix algebra.
@TheVista255
@TheVista255 4 жыл бұрын
@@RemiDav Hi, have made any video to apply this method for multivariate regression, for example, 2 variables regression? I think we need to use matrix like your suggestion, but it is too complicated to me to make the calculation. Thank you
@RemiDav
@RemiDav 4 жыл бұрын
@@TheVista255 I didn't make any matrix version, sorry.
@gmayank32
@gmayank32 4 жыл бұрын
Thank you for this video, really helpful. Just a small doubt, in the video summation of (xi - xbar) is constant because for the condition on x (which has a constant value, say C), (xi - xbar) = (c - xbar) and thus we are left with E[u|x].
@razvanpaun8629
@razvanpaun8629 5 жыл бұрын
6:12 How Do you get to the last line from the previous one? What is the operation?
@RemiDav
@RemiDav 5 жыл бұрын
distribute the 1/sum(...) in the parenthesis and simplify.
@razvanpaun8629
@razvanpaun8629 5 жыл бұрын
@@RemiDav Thanks for that! It was under my nose really! Just got it 5 minutes ago after a closer look. I really enjoy your videos! Cheers!
@গোলামমোস্তফা-শ৮থ
@গোলামমোস্তফা-শ৮থ Жыл бұрын
Why the sum of (xi-x(bar)) is constant? Here, xi takes different values!! And why you take conditional expectation?
@hipolitdobrohna8279
@hipolitdobrohna8279 5 жыл бұрын
can we consider elements in quatation of estimator b1 as random variables?
@RemiDav
@RemiDav 5 жыл бұрын
I don't understand your question. You would have to tell me which elements exactly you are referring to. Note that if you are a Bayesian statistician, everything can be considered a random variable.
@hipolitdobrohna8279
@hipolitdobrohna8279 5 жыл бұрын
@@RemiDav I mean that in general case every observation from random sampling is random variable; so at counting can we consider observations as random variables?
@hipolitdobrohna8279
@hipolitdobrohna8279 5 жыл бұрын
@@RemiDav i meant exactly what this guy did on his video kzbin.info/www/bejne/a6WwfniJrc93eMk :)
@leeneshila1642
@leeneshila1642 7 жыл бұрын
you made me understand, thank you...do you have any Video on LM statistics to shARE PLEASE
@RemiDav
@RemiDav 7 жыл бұрын
Are you talking about the Lagrange Multiplier test ?
@leeneshila1642
@leeneshila1642 7 жыл бұрын
yes sir
@yilingshen7753
@yilingshen7753 6 жыл бұрын
Why the sample y is equal to the population Y
@RemiDav
@RemiDav 6 жыл бұрын
Please indicate a time in the video
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