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Q99Section III (Statistics)99 of 145

Regression through the origin: α^=∑xizi/∑zi2\hat\alpha=\sum x_iz_i/\sum z_i^2

Let X1,X2,…,XnX_1,X_2,\dots,X_n be iid r.v.s satisfying the regression equation Xi=αzi+eiX_i=\alpha z_i+e_i; i=1,…,ni=1,\dots,n, where z1,…,znz_1,\dots,z_n are fixed and the eie_i's are iid N(0,σ2)N(0,\sigma^2), σ2\sigma^2 unknown. The MLE of α\alpha is given as:

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