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macro90
11-24-2005, 04:33 AM
Below are two similar problems.

http://www.geocities.com/arkayz_bible/optimization/05112491445.png

For the question above I can do i and know how to do iii but don't see how to get the standard error of eta. The answers are all below. It's just the working out I don't get.

http://www.geocities.com/arkayz_bible/optimization/05112491640.png

For the question above, the same problem arises. It's a similar question. I can do i, ii, and know how to do iv, but don't know how to find the standard error of eta (although I can find the estimate of eta).

I think it has to do with the formula var=\sigma^2(A^{T}A)^{-1}. Looking at the answers below, they take the square root of S^2 times something that contains the numbers in the A^{T}A matrix, which is that matrix shown in (a)i answers.