Question: 11.61 For a simple linear regression model Yi = 0 + 1xi + i, i= 1, 2, . . . , n, where the i

11.61 For a simple linear regression model Yi = β0 + β1xi + i, i= 1, 2, . . . , n, where the i are independent and normally distributed with zero means and equal variances σ2 , show that ¯ Y and B1 =

n i=1

(xi − ¯x)Yi

n i=1

(xi − ¯x)2 have zero covariance.

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