Assume That Your Population Regression Function Is

question 57

Essay

Assume that your population regression function is
Y_i = ?_iX_i + u_i
i.e., a regression through the origin (no intercept). 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, as was the case in Chapter 5 of your textbook. Explain. Do you think that the residuals will still sum to zero for this case?

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Ergonomics

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