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(Yi Yi )2
Minimise this w.r.t. 0 and 1 to get 0 and 1 . X 0 = Y 1 X , 1 = i Yi nX Y = SXY SXX Xi2 nX 2 SXX and SXY can be written in a variety of forms.
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2600
2400
Shear Strength
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1800
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1600 0
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Age (months)
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1. Sketch a graph of the data. 2. Calculate X and Y . 3. Fill in the rest of the table. 4. Calculate 0 and 1 .
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Linear estimators
1 = = = =
(X X ) n i (Xj X )2 j=1
i=1 (Xi X )(Yi Y ) n 2 j=1 (Xj X ) n i=1 (Xi X )Yi n 2 j=1 (Xj X ) n Xi X n 2 Yi j=1 (Xj X ) i=1 n i=1
ki Yi
where ki =
is a known constant.
Thus 1 is a linear combination of the Yi = a linear estimator Exercise: show that 0 is a linear estimator.
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Properties of estimators
An estimator is a sample statistic and as a result it has a sampling distribution. If the mean of the sampling distribution is not equal to the parameter being estimated then the estimator is biased; otherwise it is unbiased.
Unbiased estimate Biased estimate
True Value
Apart from being unbiased it is also desirable for an estimate to have the smallest possible variance.
Smaller variance
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Cov (1 , 0 ) =
X 2 SXX
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Y is an unbiased estimator of IE(Y ). If (Xi , Yi ) belongs to the data set, Y = 0 + 1 X is the tted value and i = Yi Yi is the estimated residual.
Diagram
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