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- Dec 2nd 2007, 02:56 PM #1

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## Last one

How do I prove that the variance of alpha in the equation:

y hat= alpha hat+beta hat*x(i)

is:

MSE(1/n+(x bar^2/sum of (x(i)-xbar)^2))

Assuming this is normal how would i got about actually proving that this is the variance?? Do I need to start with the expected value of y(i) and manipulate it?

(MSE is the estimator of sigma^2)

- Dec 3rd 2007, 02:33 AM #2

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