Consider the following simple linear regression model, Y₁ = Bo + B₁X₁ + &₁, for i=1,2,...,n, where &'s are all independent and normally distributed with E(&) = 0, and Var (&) = 0². - i) Check whether a statistic Y₁ = Y + B₁ (X; - X) is an unbiased estimator of the mean of the response variable E(Y) or not. Justify your conclusion.

MATLAB: An Introduction with Applications
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Consider the following simple linear regression model, Y; = Po + B₁X₁ + εi, for i=1,2,...,n,
where &'s are all independent and normally distributed with E(₁) = 0, and Var(₁) = 0².
i) Check whether a statistic Y = Y + B₁ (X₁-X) is an unbiased estimator of the mean of the
response variable E(Y) or not. Justify your conclusion.
Transcribed Image Text:Consider the following simple linear regression model, Y; = Po + B₁X₁ + εi, for i=1,2,...,n, where &'s are all independent and normally distributed with E(₁) = 0, and Var(₁) = 0². i) Check whether a statistic Y = Y + B₁ (X₁-X) is an unbiased estimator of the mean of the response variable E(Y) or not. Justify your conclusion.
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