Question: Consider a simple linear regression model without the intercept: yi = xi + i , i = 1, 2, ..., n, where i N(0, 2
Consider a simple linear regression model without the intercept: yi = xi + i , i = 1, 2, ..., n, where i N(0, 2 ). (a) Derive the least squared estimator of . We denote it by . (b) Show that is unbiased. 1 (c) Derive Var(). Consider a simple linear regression model without the intercept: yi = xi + i , i = 1, 2, ..., n, where i N(0, 2 ). (a) Derive the least squared estimator of . We denote it by . (b) Show that is unbiased. 1 (c) Derive Var()
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
