Consider the simple linear regression model Y = B0 + B1x + , with E() = 0,

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Consider the simple linear regression model Y = B0 + B1x + έ, with E(έ) = 0, V(έ) = σ2, and the errors έ uncorrelated.
(a) Show that E(σ2) = E(MSE) = σ2.
(b) Show that E(MSR) = σ2 B1SXX.
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Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

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