Question: Consider the simple linear regression model $y=beta_{0}+beta_{1} x+varepsilon$, with $E(varepsilon)=0$, $operatorname{Var}(varepsilon)=sigma^{2}$, and $varepsilon$ uncorrelated. a. Show that $Eleft(M S_{mathrm{R}} ight)=sigma^{2}+beta_{1}^{2} S_{x x}$. b. Show that
Consider the simple linear regression model $y=\beta_{0}+\beta_{1} x+\varepsilon$, with $E(\varepsilon)=0$, $\operatorname{Var}(\varepsilon)=\sigma^{2}$, and $\varepsilon$ uncorrelated.
a. Show that $E\left(M S_{\mathrm{R}}\right)=\sigma^{2}+\beta_{1}^{2} S_{x x}$.
b. Show that $E\left(M S_{\text {Res }}\right)=\sigma^{2}$.
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Sure lets address each part of the question a The mean square due to regression MSR is defined as th... View full answer
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