Question: For a simple linear regression model where ? i ?s are independent and normally distributed with zero means and equal variances a~, show that, Y

For a simple linear regression model where ? i ?s are independent and normally distributed with zero means and equal variances a~, show that, Y and have zero covariance.

Yi = a 3r, + ei, = 1, 2.... n. (r; -a)Y

Yi = a 3r, + ei, = 1, 2.... n. (r; -a)Y 2? = 1L .

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