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Q39Section B (Section B)39 of 60

Least squares with a balanced plus-minus design

A simple linear regression model Yi=β0+β1xi+ϵiY_i=\beta_0+\beta_1 x_i+\epsilon_i, with xi=(−1)ix_i=(-1)^i for i=1,2,…,20i=1,2,…,20, is fitted. The random error variables ϵi\epsilon_i are uncorrelated with mean 00 and finite variance σ2>0\sigma^2>0. Let β^0\hat\beta_0 and β^1\hat\beta_1 be the least squares estimators of β0\beta_0 and β1\beta_1 respectively. Let Y^i\hat Y_i be the fitted value of the ithi^{\mathrm{th}} response variable YiY_i, for i=1,…,20i=1,…,20. Which of the following statements is/are correct?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Options

Select every correct option, then submit.