The mean of Y when x = 0 in the simple linear regression model is x = 1. The least

Chapter 7, Problem 7.6-1

(choose chapter or problem)

The mean of Y when x = 0 in the simple linear regression model is x = 1. The least squares estimator of 1 is 6 6x = 61. (a) Find the distribution of 61 under the usual model assumptions. (b) Obtain an expression for a 100(1 )% two-sided confidence interval for 1.

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