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world:quiz2

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world:quiz2 [2025/10/01 01:04]
rdouc
world:quiz2 [2025/10/01 22:14] (current)
rdouc
Line 7: Line 7:
 $\begin{pmatrix}{\tilde \beta}_1\\ {\tilde \beta}_2 \end{pmatrix}=(X'​X)^{-1}X'​Y$. ​ $\begin{pmatrix}{\tilde \beta}_1\\ {\tilde \beta}_2 \end{pmatrix}=(X'​X)^{-1}X'​Y$. ​
 Which of the following statements are always true: Which of the following statements are always true:
-  - $\tilde \beta_1$ is an unbiased estimator of $\beta_1$.  +  - $\tilde \beta_1$ is an unbiased estimator of $\beta_1$. ​VRAI 
-  - $\PE[\tilde \beta_2]=0$.  +  - $\PE[\tilde \beta_2]=0$. ​VRAI 
-  - Using the Gauss-Markov theorem, we can show that $V (\hat \beta_1) \leq V(\tilde \beta_1)$.  +  - Using the Gauss-Markov theorem, we can show that $V (\hat \beta_1) \leq V(\tilde \beta_1)$. ​VRAI 
-  - $\mathrm{Var}(\hat \beta_1)= \frac{\sigma^2}{\sum_{i=1}^n x_{i,1}^2/n - (\sum_{i=1}^n x_{i,​1}/​n)^2 }$.   +  - $\mathrm{Var}(\hat \beta_1)= \frac{\sigma^2}{\sum_{i=1}^n x_{i,1}^2/n - (\sum_{i=1}^n x_{i,​1}/​n)^2 }$. FAUX  
-  - $\mathrm{Var}(\hat \beta_1)= \frac{\sigma^2}{\sum_{i=1}^n x_{i,​1}^2}$.  +  - $\mathrm{Var}(\hat \beta_1)= \frac{\sigma^2}{\sum_{i=1}^n x_{i,​1}^2}$. ​VRAI 
-  - $\mathrm{Var}(\hat \beta_1)= \frac{\sigma^2}{\sum_{i=1}^n x_{i,​1}^2/​n}$. ​+  - $\mathrm{Var}(\hat \beta_1)= \frac{\sigma^2}{\sum_{i=1}^n x_{i,​1}^2/​n}$. ​FAUX
  
-{{url>​https://​docs.google.com/​forms/​d/​e/​1FAIpQLSdyt9nEYYBaN7Gpg4kwM5-vxowwWb-w0FrtOVRpb9ByWbbwxQ/​viewform?​embedded=TRUE,​ 100%, 600px, noborder}} 
world/quiz2.1759273484.txt.gz · Last modified: 2025/10/01 01:04 by rdouc