Question: Consider the fixed zero intercept regression model yi = 1xi + i , (i = 1, 2, , n) The appropriate estimator
Consider the fixed zero intercept regression model yi = β1xi + εi , (i = 1, 2, · · · , n) The appropriate estimator of σ 2 is given by s 2 = Xn i=1 (yi − yˆi) 2 n − 1 Show that s 2 is an unbiased estimator of σ 2 . Table 2.10 Data for Two Parallel Regression Lines x y x1 y1 . . . . . . xn1 yn1 xn1+1 yn1+1 . . . . . . xn1+n2 yn1+n2
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