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Q10Section A (Section A)10 of 60

Conditions for a linear estimator of the slope to be unbiased

Consider the simple linear regression model with nn random observations Yi=β0+β1xi+εiY_i=\beta_0+\beta_1x_i+\varepsilon_i, i=1,…,ni=1,…,n, (n>2)(n>2). β0\beta_0 and β1\beta_1 are unknown parameters, x1,…,xnx_1,…,x_n are observed values of the regressor variable and ε1,…,εn\varepsilon_1,…,\varepsilon_n are error random variables with E(εi)=0E(\varepsilon_i)=0, i=1,…,ni=1,…,n, and for i,j=1,…,ni,j=1,…,n, Cov(εi,εj)={0,i≠j, σ2,i=j.Cov(\varepsilon_i,\varepsilon_j)=\begin{cases}0, & i\ne j,\ \sigma^2, & i=j.\end{cases} For real constants a1,…,ana_1,…,a_n, if ∑i=1naiYi\sum_{i=1}^na_iY_i is an unbiased estimator of β1\beta_1, then

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