Error term, no zero conditional mean
1 次查看(过去 30 天)
显示 更早的评论
Dear Matlab, I am testing the properties of the least squares estimator b under the Gauss-Markov assumptions, and I would like to see what happens if for example the error term does not have a zero conditional mean or does not follow a normal distribution. Could anyone explain me how should I recode the part of the error term? I already tried "e=rand(n,1)" but in the graph that I obtain, beta_hat looks that still follows a normal distribution.
alpha=1; beta=1; n=100; m=1000; beta_hat=zeros(m,1); for i=1:m x=randn(n,1); e=randn(n,1); y=alpha+beta*x+e; X=[ones(n,1) x]; beta_hatvec=(inv(X'*X))*X'*y; beta_hat(i)=beta_hatvec(2); end histfit(beta_hat)
0 个评论
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Creating and Concatenating Matrices 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!