Question: Consider the simple linear regression model Y = B0 + B1x + , with E() = 0, V() = 2, and the errors uncorrelated. (a)

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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