Hi Olivia and all,
Note that \sigma is the paramter (not \sigma^2), but
that \sigma^2 is the
variance. Thus, we set \sigma, not \sigma^2.
I'm afraid I can't
distinuish these two.
In this case, when you set \sigma at srqt(2),
we get \sigma^2 of 2.
Don't think about standard error or standard
deviation at all.
But don't we use standard error in solving (c)?
Also, in order to know how to calculate confidence interval,
I read Rice's p. 538.
(Marc, this is where I mentioned!)
But I can't understand, in the proof of theorem B,
how he uses symmetry of X'X and XX'.
Does anybody give an idea?
BTW, for those who are interested in giving presentation at MPSA,
the prosal dead line is coming on Oct. 10.
(I think it becomes earlier than originally announced.)
For details, see
http://www.mwpsa.org/
Best,
Kentaro FUKUMOTO
Visiting Scholar
Reischauer Institute of Japanese Studies, Harvard University
http://www-cc.gakushuin.ac.jp/~e982440/index_e.htm