How do I prove that the variance of alpha in the equation:
y hat= alpha hat+beta hat*x(i)
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)