Question: Suppose that we are interested in fitting a simple linear regression model Y = B0 + B1x + , where the intercept, B0, is known.

Suppose that we are interested in fitting a simple linear regression model Y = B0 + B1x + έ, where the intercept, B0, is known.
(a) Find the least squares estimator of B1.
(b) What is the variance of the estimator of the slope in part (a)?
(c) Find an expression for a 100(1 – a)% confidence interval for the slope B1. Is this interval longer than the corresponding interval for the case where both the intercept and slope are unknown? Justify your answer.

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