Skip to content
Q29Section ST (Statistics (Q11–Q65))29 of 65

Unbiasedness of SSE and regression SS

Consider the simple linear regression model yi=β0+β1xi+ϵiy_i = \beta_0 + \beta_1 x_i + \epsilon_i, i=1,2,…,ni = 1,2,…,n (n≥3n \ge 3), where β0\beta_0 and β1\beta_1 are unknown parameters, ϵi\epsilon_i's are uncorrelated random errors with mean 0 and finite variance σ2>0\sigma^2 > 0. Let yˉ=1n∑i=1nyi\bar{y} = \frac1n \sum_{i=1}^n y_i and y^i=β^0+β^1xi\hat{y}_i = \hat\beta_0 + \hat\beta_1 x_i, i=1,2,…,ni = 1,2,…,n, where β^0\hat\beta_0 and β^1\hat\beta_1 represent least squares estimators of β0\beta_0 and β1\beta_1, respectively. Let T1=1n−2∑i=1n(yi−y^i)2T_1 = \frac{1}{n-2} \sum_{i=1}^{n} (y_i - \hat{y}_i)^2 and T2=∑i=1n(y^i−yˉ)2T_2 = \sum_{i=1}^{n} (\hat{y}_i - \bar{y})^2. Then which one of the following statements is true?

Options

Pick an option to check your answer. In a mock test a wrong answer here costs 1/3 mark.