Show that under the assumptions of the simple linear regression model, the mles of 0 and
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Show that under the assumptions of the simple linear regression model, the mles of β0 and β1 are identical to the least squares estimates. (1) The pdf of Yi is normal with mean li = β0 + β1 xi and variance σ2; the likelihood function is the product of the n pdfs. (2) You don’t need to differentiate the likelihood function; instead, find the correspondence between that function and the least squares expression g(b0, b1).
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Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9783030551551
3rd Edition
Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton
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