1757统计简单derivationshort
Recovering Signal-to-Noise From Two Attenuated Slopes
题目
A latent factor X* is measured twice: X1 = X* + e1 and X2 = X* + e2, where e1 and e2 are independent classical errors with the same variance and are independent of X*. Regressing Y on X1 alone gives slope 0.80. Regressing Y on the average (X1+X2)/2 gives slope 1.00. Under the same true structural slope beta, what is Var(X*)/Var(e)?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案