Question: In the regression model y = a + x; +u; if the sample mean of x is zero, show that cov (a, B)=0, where &
In the regression model y = a + x; +u; if the sample mean of x is zero, show that cov
(a, B)=0, where & and B are the least squares estimators of a and B.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
