Under the assumptions of the Simple Linear Regression (SLR) model: a. Show that Cov (B0, 1) = 0. [Hint: write Cov(Bo, B₁) = Cov(Ỹ – εт Î₁). ] Sxx - b. Use the answer from part (a) to show that Bo and B₁ are independent if Σ0. [Hint: if W and X are linear combinations of independent =

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.EA: Extended Application Using Extrapolation To Predict Life Expectancy
Problem 5EA
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Under the assumptions of the Simple Linear Regression (SLR) model:
a. Show that Cov(Bo, B₁) = = [Hint: write Cov(ŝo, ß₁) = Cov(Ỹ – Î₁T, Î₁).
]
Sxx
-
b. Use the answer from part (a) to show that Bo and B₁ are independent if
x=0. [Hint: if W and X are linear combinations of independent
normal random variables, then Cov(W, X) = 0 W and X independent.]
Transcribed Image Text:Under the assumptions of the Simple Linear Regression (SLR) model: a. Show that Cov(Bo, B₁) = = [Hint: write Cov(ŝo, ß₁) = Cov(Ỹ – Î₁T, Î₁). ] Sxx - b. Use the answer from part (a) to show that Bo and B₁ are independent if x=0. [Hint: if W and X are linear combinations of independent normal random variables, then Cov(W, X) = 0 W and X independent.]
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