Re: Linear Model Problem

On Thu, 15 Nov 2007 08:42:11 -0800 (PST), sonicb11
<williampepe@xxxxxxxxxxx> wrote:

I am working on a linear model problem.

Here is the model:

Wi = a*Zi + b*Zi*Xi + Zi*Ei

That's a meaningful model? That has Zi in each term.
Is there a typographical error here?


Wi is the observed response. a and b are the regression
coefficients. Zi follows a Beta distribution with parameters alpha and
beta (they are both unknown). Xi is a predictor variable, and Ei is
the error with mean zero and variance sigma^2.

Does the linear model care how Z is distributed?
That seems to be a separate question, if you care about it.


I need to estimate a, b, alpha, beta, and sigma^2 using method of
moments. I want formulas for them. I've never seen a linear model like
this before and have no idea how to tackle it. Any help or hints would
be greatly appreciated. Thanks in advance.

--
Rich Ulrich, wpilib@xxxxxxxx
http://www.pitt.edu/~wpilib/index.html
.

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