Consider the simple linear regression model Y = 0 + 1 x + , with

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Consider the simple linear regression model Y = β0 + β1x + ε, with E(e) = 0, V(e) = σ2, and the errors e uncorrelated.

(a) Show that E(σ̂) = E(MSE) σ2

(b) Show that E(MSR) = σ2 + β12 Sxx.

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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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