Question: Q 1. Consider the following simple linear model where Yi = 14.2 + BIXit ci where ci s are iid Dist. (0, o2), i =

Q 1. Consider the following simple linear model where Yi =

Q 1. Consider the following simple linear model where Yi = 14.2 + BIXit ci where ci s are iid Dist. (0, o2), i = 1...n. Denote the least squares estimator of B1 by bi. (a) Show that bi is unbiased for B1. (b) Show that 02 Var(bi) = (c) Show that Cov(Y , bf) =

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