Question: Using the formulas on page 330 for (widehat{alpha}) and (widehat{beta}), show that (a) the expression for (widehat{alpha}) is linear in the (Y_{i}) (b) (widehat{alpha}) is

Using the formulas on page 330 for \(\widehat{\alpha}\) and \(\widehat{\beta}\), show that

(a) the expression for \(\widehat{\alpha}\) is linear in the \(Y_{i}\)

(b) \(\widehat{\alpha}\) is an unbiased estimate of \(\alpha\)

(c) the expression for \(\widehat{\beta}\) is linear in the \(Y_{i}\)

(d) \(\widehat{\beta}\) is an unbiased estimate of \(\beta\)

Least squares estimates Sxy ay-bx and B = Sxx where x and


Least squares estimates Sxy ay-bx and B = Sxx where x and y are, respectively, the means of the values of x and y. The least squares estimates determine the best-fitting line Fitted (or estimated) regression line y = a + Bx where the on y, a, and indicates the estimated value. The individual deviations of the observations y; from their fitted values ya+x; are called the residuals. Residuals observation - fitted value = yi-a-Bxi

Step by Step Solution

3.40 Rating (153 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Introduction To Probability Statistics Questions!