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Thread: Help with Regression Modelling Assigment

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    Help with Regression Modelling Assigment

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

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

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


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

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

    b)$\displaystyle cov(\bar{Y},b_1) = 0 $. That is $\displaystyle \bar{Y}$ (the mean of $\displaystyle Y$) and $\displaystyle b_1$ 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; Oct 6th 2008 at 11:35 PM. Reason: LaTeX
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