Consider the simple linear regression model Y B0 B1x , with E() 0, V() 2, and the errors uncorrelated (a) Show that E(2) E(MSE) 2 (b) Show that E(MSR) 2 B1SXX ...

a MS 112 712 Ee EY E E 0 x5 Ve 1 ...

Consider the simple linear regression model Y = B0 + B1x + , with E() = 0,

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Consider the simple linear regression model Y = B0 + B1x + έ, with E(έ) = 0, V(έ) = σ2, and the errors έ uncorrelated.
(a) Show that E(σ2) = E(MSE) = σ2.
(b) Show that E(MSR) = σ2 B1SXX.

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Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

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Question Posted: Apr 19, 2010 01:53 AM

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Consider the simple linear regression model Y = B0 + B1x + , with E() = 0,

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