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Math Help - Regression problems - urgent help needed

  1. #1
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    Regression problems - urgent help needed

    Prove that the estimated regression coefficients for a linear regression with an intercept term are identical to those obtained for the same linear regression equation without an intercept term, but for which all variables are replaced by deviation from their mean values.
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  2. #2
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    Re: Regression problems - urgent help needed

    Hey homalina.

    If this is a general linear regression, try using the fact to relate the design matrix of the new system and its parameter estimates to the design matrix of the old system with its own parameter estimates.

    We know that B_hat = (X^T*X)^-1*X^TY for a particular design matrix X and a response vector Y.

    If you are doing the proof for a general linear regression with the normality assumptions you will need the above. If it's for a simple linear regression of y vs x then you can use the simpler result.
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