EC221 MT Formula Sheet PDF

Title	EC221 MT Formula Sheet
Course	Principles of Econometrics
Institution	The London School of Economics and Political Science
Pages	1
File Size	54.3 KB
File Type	PDF
Total Downloads	419
Total Views	613

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Summary

EC220 (MT) – list of formulae𝐸[𝑦!|𝐷!= 1]−𝐸[𝑦!|𝐷!= 0]=𝐸[𝑌"!−𝑌#!|𝐷!= 1]+𝐸[𝑌#!|𝐷!= 1 ]−𝐸[𝑦#!|𝐷!= 0 ]Unbiasedness: 𝐸(𝑦)=𝐸(𝑦 !)=𝜇Random sample: 𝑐𝑜𝑣 4 𝑦 !,𝑦$6 = 0𝜎=81𝑁∑(𝑥!−𝜇)%=<𝑣𝑎𝑟(𝑦)𝑣𝑎𝑟(𝑦)=𝜎%𝑛𝑆𝐸(𝑦)=81𝑛∑(𝑦!−𝜇)%𝑛=8𝑣𝑎𝑟(𝑦!)𝑛𝑆𝐸A(𝑦)=81𝑛∑(𝑦!−𝑦)%𝑛𝑡=4 𝑦"−𝑦%6 −𝜇null𝑆𝐸A(𝑦"−𝑦%)∼𝑁( 0...

Description

EC220 (MT) – list of formulae 𝐸[𝑦! |𝐷! = 1] − 𝐸[𝑦! |𝐷! = 0] = 𝐸[𝑌"! − 𝑌#! |𝐷! = 1], +𝐸 [𝑌#! | 𝐷! = 1] − 𝐸[𝑦#! |𝐷! = 0] Unbiasedness: 𝐸 (𝑦 ) = 𝐸 (𝑦! ) = 𝜇 Random sample: 𝑐𝑜𝑣4𝑦! , 𝑦$ 6 = 0

1 𝜎 = 8 ∑(𝑥! − 𝜇)% =...