5. A simple linear regression model with zero intercept term is specified as: Y, = Bx, +E, where ɛ is the error term This is a simple linear regression model through the origin and the OLS estimator of its slope is given as follows: ΣΧ
5. A simple linear regression model with zero intercept term is specified as: Y, = Bx, +E, where ɛ is the error term This is a simple linear regression model through the origin and the OLS estimator of its slope is given as follows: ΣΧ
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Assuming that this simple linear regression model fulfills all the classical assumptions we discussed in class, please derive the variance of the OLS estimator of its slope given above. [Hint: Use the same technique we used in class to derive the variance for the OLS estimator of the slope for a model with non-zero intercept.]
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