Iy i σ n i 1 x i y i σ n i 1 ix i σ n i 1 i 2 σ n

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iy i - Σ n i =1 x i y i Σ n i =1 ix i Σ n i =1 i 2 Σ n i =1 x 2 i - n i =1 ix i ) 2 If x i related to i, x i i , then the estimator is not well defined. (b) Unbiased estimator for σ 2 needs E σ 2 ) = σ 2 . Then, ˆ y i = ˆ β 1 x i + ˆ β 2 i ˆ σ 2 = Σ n i =1 ( y i - ˆ β 1 x i - ˆ β 2 i ) 2 n - 2

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