Assume that the population regression function is Yi = BXi + ei (B is beta, e...

Assume that the population regression function is Y_i = BX_i + e_i (B is beta, e is the error term). This is a regression through the origin (no intercept).

A. Under the homoskedastic normal regression assumptions, the t-statistic will have a Student t distribution with n-1 degrees of freedom (not n-2 degrees of freedom). Explain.

B. Will the residuals sum to zero in this case? Explain and show your derivations

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orchestra answered 1 year ago

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