PARTIALLING OUT APPROACH

Y, po t
p ✗ +
pa + ni
=

, ir Xia

Steps : regreses × ,
Oh Xia

✗ ir =
✗o + ✗ zrxiz + fin

→ here we capture the correlatos Between Xin

and Xia and the residual rir Which

,

re presents the Variations of Xin that cannot

be expleainéd by Xia

Step 2: NOW residual Of Xin On

Xia
we regreses y on the

y¡
=
7o + % ti ,
+ Ei

→
because here we only have the residual informa tion
from ✗ si Whe we takl Out the into Matin of Xia

we want have a Bias Corning from the effect Of

Xia foing through ✗ ir .

Í ,
=
Elvin ri ) .

,
-
'
El Ás y ) =
'

pi
PSI
 a) min
9M )
E- { b- 91×12 |

i) BEST UNCONDITIONAL OUESS OF Y

MSE (
Apply popuhation mean
Squared error )

minimization problem :

min Elly -

g) 27
9 C- IR

FOC :

¥ =
E- [ aly -

g) -

l -

1) ]

9
=
Ely )

( Ii ) SAMPLE COUNTERPART

The sample Counter part is :

min
É
2

9. EIR
£ ¡
ly ; -

g)

FOC :

In =

f- .
2 É
¡ ,
lyi -

g) . / -

e) =D

g- -

1- ¡É ,
si

b) p -
E (✗ × )
'
E ( ✗ •

y )

i) PROJECMON COEFFICIENT
p
y)
"
Elxx )
'
(
p ✗
=

El 1) le y)
p
1-
-
=

Ely )
=

p
 PROJECMON ERROR

e =
y -5
e =
y -

xp
e =
y -
1 .

Ely )

e y Ely )
= -

'

Y / En Exiyi )
'

pi =
( 4- [ xixi

"

¡ =
( En [ i. i ) ( En [ 1. bi )
"

=
(4) ( * [ bi )

↑ =
En [ yi

é
pie yi
= -
✗

t.tn y; [ Di
= -

Íuiy )
"
c) pie
=
El Ice In ) El

Steps :
project y on n

"
✗ =
ELI 7) .
.

ELI y ) -
with * = s

"
✗ =
E ( 1. 1) .
El 1. y)

✗ Ely )
=

→ y =
a. ☒ +
j → y =
✗ + j → E- (5) ( 5 is the
)
error

Step 2 :

project ×
,
0ns

"

y = ELIX ) EH -

× , )
8 =
Ele -
1) -

El e. × , )

y
=
ECX ) ,

→ ×, =
y
.
et Xp → ✗ i
=

8-1 + * n
 Step 3 :
project is on In
"

( In I ) ( I, 5)
Y
= E .

,
. E .

→
Y Y Í + é ELI é ) = O
=
-

, , , ,

→ Thus by Dropuhation FWL the 0rem , Bn is defined as

the protection coefficient in Step 3 .

FN '
"
P,
=
y
=
E ( I I )
, ,
El * , 5)
equivalente
%↓¥%-
wnicnis

d)
PSI
Psl
b)
( )
Ii
PS2
PSL
PS3
PS3
EXAM 202-1-2022
EXAM 202-1-2022

✓
EXAM 202-1-2022
EXAM 2020-2021
EXAM 2020-2021
EXAM 2020-2021