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Math Help - Help with Regression Modelling Assigment

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    Help with Regression Modelling Assigment

    Consider the linear model Y_i = B_0 + B_1X_i + e_i ;\  i = 1,....,n

    where e_i are assumed to be i.i.d. N(0,stder) distribution, where stder represents the standard error.

    <usual notation for a normaly distributed RV would be ~N(mean,variance) >


    For the LS estimators b_0 and b_1 of B_0 and B_1 show that

    a) cov(b_0,b_1) = -(stder)^2(\bar{X}/S_{xx}).

    b) cov(\bar{Y},b_1) = 0 . That is \bar{Y} (the mean of Y) and b_1 are uncorrelated.

    PS: I wanted to put the above in Latex by putting my math stuff between (math)....(/math) (but with square brackets) like the Latex tutorial suggested, however there seems to be something wrong with that key on my keyboard. Is there another way to do it?
    Last edited by CaptainBlack; October 6th 2008 at 11:35 PM. Reason: LaTeX
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