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Suppose that Yi =1Xi +i, i=1,...,n where E[i] = 0 and Var[i] = ^2. In this model, there is no intercept. Use the fact that
Suppose that Yi =1Xi +i, i=1,...,n
where E[i] = 0 and Var[i] = ^2. In this model, there is no intercept.
Use the fact that the optimal value of 1 is Cov(X,Y)/Var(X). Derive the plug-in estimate for 1(hat).
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Linear Algebra with Applications
Authors: Steven J. Leon
7th edition
131857851, 978-0131857858
