Question: 5.9 Consider the regression model Yi = bXi + ui, where ui and Xi satisfy the least squares assumptions in Key Concept 4.3. Let b

5.9 Consider the regression model Yi = bXi + ui, where ui and Xi satisfy the least squares assumptions in Key Concept 4.3.

Let b denote an estimator of b that is constructed as b = Y > X, where Y and X are the sample means of Yi and Xi, respectively.

a. Show that b is a linear function of Y1, Y2,c, Yn.

b. Show that b is conditionally unbiased.

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