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Consider the simple linear regression model passing through the origin y = βx + where E[ ] = 0, and var( ) = σ2. a) Show

Posted: Wed Jul 06, 2022 12:24 pm
by answerhappygod
Consider the simple linear regression model passing through theoriginy = βx +where E[ ] = 0, andvar( ) =σ2.
a) Show that the least squares estimator of β is given by
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b) Show that ˆβ is unbiased and findE[ˆy].
β- Xi Yi 2 τ Σα