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Math Help - why is the expected value of beta hat zero equal to beta zero?

  1. #1
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    why is the expected value of beta hat zero equal to beta zero?

    E[\hat{\beta}_0] = {\beta}_0

    in the model Y_i = {\beta}_0 + B_1X_i + u_i


    \hat{\beta}_0 = \bar{y} + \hat{\beta}_1\bar{x}

    if I take the expectation of both sides I get

    E(\hat{\beta_0}) = \mu_y + \hat{\beta}_1 \mu_x

    why is this equal to \hat{\beta}_0?
    Last edited by kingsolomonsgrave; October 8th 2013 at 04:56 PM.
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  2. #2
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    Re: why is the expected value of beta hat zero equal to beta zero?

    Hey kingsolomonsgrave.

    Hint: What is the distribution of the beta's? (You will need to specify the likelihood of response variable and find the MLE estimator of the beta's since MLE is equivalent to least squares)
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