1. For the simple linear regression model E[Yxt] = 0 + 1x , the least squares estimators 0 and 1 for the parameters

1. For the simple linear regression model E[Yxt] = β0 + β1x , the least squares estimators βˆ 0 and βˆ 1 for the parameters β0 and β1 are given in (8.5.6), p. 257. Show that their variances are Var(βˆ 0) = σ2  1 n + x2 .. ssx x and Var(βˆ 1) = σ2 1 ssx x , where ssx x =  x rx (x − x..)2, as given in (8.5.7).