1. Not finding help here? Sign up for a free 30min tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Regression Model Estimator

  1. Feb 8, 2013 #1
    1. The problem statement, all variables and given/known data
    Assume regression model [itex]y_i = \alpha + \beta x_i + \epsilon_i[/itex] with [itex]E[\epsilon_i] = 0, E[\epsilon^2] = \sigma^2, E[\epsilon_i \epsilon_j] = 0[/itex] where [itex]i \ne j[/itex]. Suppose that we are given data in deviations from sample means.

    If we regress [itex](y_i-\bar{y})[/itex] on [itex](x_i-\bar{x})[/itex] without a constant term, what is the expected value of the least squares estimator of the slope coefficient?


    2. Relevant equations


    3. The attempt at a solution
    I was thinking I could start with [itex]S(\beta)=\Sigma (y_i-x_i \beta)^2[/itex] and replace y and x with [itex](y_i-\bar{y})[/itex] and [itex](x_i-\bar{x})[/itex] and then take FOC to get the estimator.
     
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?



Similar Discussions: Regression Model Estimator
  1. Consistent Estimator (Replies: 0)

  2. Regression analysis (Replies: 0)

Loading...