Question: (b) Consider a simple linear regression model with a known intercept pa. rameter a=3+1a+sh i=1,...,n where ,6; is known l is an ashram slope parameter,

 (b) Consider a simple linear regression model with a known intercept

(b) Consider a simple linear regression model with a known intercept pa. rameter a=3+1a+sh i=1,...,n where ,6; is known l is an ashram slope parameter, errors 5,; are uncorrelated with zero mean and common variance :12. i. Find the least squares estimator of {31 (you must justify your an- swer). Does your estimator dier from the estimator obtained in lectures for the case where ,30 is unknown? ii. Find the maximum likelihood estimator of ,61 (you must justify your answer). iii. Find the mean and variance of the least squares estimator in (you must justify your answer]. iv. Prove for the model above that the following identity holds 11. 2a a)? = 2s:- as + Zea s)? i=1 i=1 i=1 where @1- denotes the tted value :33 + than

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