Question: Consider the simple linear regression model y = 0 + 1x + , with E ( ) = 0, Var( ) =

Consider the simple linear regression model y = β0 + β1x + ε , with E ( ε ) = 0, Var( ε ) = σ2

, and ε uncorrelated.

a. Show that E MS S ( ) R = + σ β xx 2 1 2 .

b. Show that E ( MSRes ) = σ

2

.

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