Problem Set 1: Unbiased Estimator of the Error Variance This assignment will guide you through the derivations needed to determine what is a unbiased estimator of the error variance in the context of a univariate linear regression. This assignment may be quite challenging. Good Luck! Consider the univariate linear regression model yt = α + βxt + ut , t = 1, . . . , T. (1) where the regressors are non-stochastic (fixed) and the disturbances have zero mean and are uncorrelated and homoscedastic
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Statistics | Multiple R | 0.810107 | R Square | 0.656273 | Adjusted R Square | 0.649533 | Standard Error | 277.1155 | Observations | 53 | ANOVA | | | | | | | df | SS | MS | F | Significance F | Regression | 1 | 7477596 | 7477596 | 97.37338 | 2.03E-13 | Residual | 51 | 3916444 | 76793.02 | | | Total | 52 | 11394040 | | | | | Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | Lower 95.0% | Upper 95.0% | Intercept | 1612.467 | 294.3407
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Question 1 For 4 Dow Jones stocks for a 15 year period, compute quarterly realized betas from daily data. Find firm specific and macroeconomic variables that help explain quarterly beta. Answer 1.1 Factors Introduction Factor model survey the sensitivity of a stock return as a function of one or more factors. There are single-factor and multi-factor models. In factors model, based on the type of factors used, it can be classified to economic and fundamental factor models. Economic factor models
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Acts 430 Regression Analysis In this project, we are required to forecast number of houses sold in the United States by creating a regression analysis using the SAS program. We initially find out the dependent variable which known as HSN1F. 30-yr conventional Mortgage rate, real import of good and money stock, these three different kinds of data we considered as independent variables, which can be seen as the factors will impact the market of house sold in USA. Intuitively, we thought 30-yr
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Chapter 12 Homework 1. a. The maximax is 20,000 therefore we decided to choose the Motel. b. The maximin is 5,000; therefore in this case the decision is the Theater c. Determine the minimax regret The minimax regret is 14000, therefore the d. The Hurwicz Value (α = 0.4) 3200< 4400< 5400 therefore the decision is Theater. e. Find the equal likehood The maximum EMV is 8910 therefore the decision is Motel. 2. a. The expected value for each decision is computed
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this, you will locate two articles from academic journals that pertain to your area of interest in business and contain the use of regression analysis. Your search criteria will contain one of the following majors from the UTSA College of Business: Accounting, Economics, Finance, Human Resource Management, Information Systems, Management, Management Science, and Marketing. There are several other majors, but you may find it hard to locate articles about them. In that case, it may be better to choose
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July forecast(0.02)(131)+(1-0.02)(125)=126.2 August forecast (0.02)(130)(1-0.02)(126.2)=126.96 4) Given the following forecast and actual demand, calculate the mean absolute deviation (MAD). PERIOD FORECAST ACTUAL DEMAND error ABSOLUTE DEVIATION (ERROR) 1 100 80 80-100=-20 20 2 100 105 105-100=5 5 3 100 110 110-100=10 10 4 100 90 90-100=-10 10 5 100 95 95-100=-5 5 TOTAL 50
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| | | | | | | | | | | Regression Statistics | | | | | | | | Multiple R | 0.909229441 | | | | | | | | R Square | 0.826698177 | | | | | | | | Adjusted R Square | 0.806701813 | | | | | | | | Standard Error | 4832.555807 | | | | | | | | Observations | 30 | | | | | | | |
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PROBLEM FORMULATION 3.1 Problem Statement Low density parity check codes are forward error correcting codes. The LDPC block codes are inefficient, since a new code must be hypothesized each time a change in frame size is desired. A number of algorithms with varying complexity and performance have been proposed for LDPC decoding. But achieving a balanced trade-off between decoding performance and implementation complexity still remains a potential problem. LDPC decoding algorithms operates by making
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