Simple Linear Regression

Sunday, 18 August 2019

8:42 PM

 

 and  are the regression co-efficients

 is the random error

 

Assume  and

 

 

 

 

 

10. Regression Analysis 
Least Squares Estimators 
Introducing the notation 
sxx — 
i=l 
n 
sw E(Xi - V) 
i=l 
we have: 
i=l 
(El X/ 
n 
n 
n 
i=l 
Least squares estimators of and [31 
31 
and 
sxx 
sxx 
Note: as V 
IR, the estimated straight line will always go 
through the point (R, Y), the centre of gravity of the scatter-plot 
MATH2099/2859 (Statistics) 
Dr Jia Deng 
Term 2019 - Lecture g 
11/50

 

 

 

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