Q29Section ST (Statistics (Q11–Q65))29 of 65
Unbiasedness of SSE and regression SS
Consider the simple linear regression model , (), where and are unknown parameters, 's are uncorrelated random errors with mean 0 and finite variance . Let and , , where and represent least squares estimators of and , respectively. Let and . Then which one of the following statements is true?
Pick an option to check your answer. In a mock test a wrong answer here costs 1/3 mark.