Problem related to least squares estimation

Reference no: EM1395199

Suppose in the model yi = B0 + B1xi + ei, where i = 1; ; n, E(ei) = 0, var(ei) = sigma square, the measurements xi were in inches and we would like to write the model in centimeters, say, zi. If one inch is equal to c centimeters (c is known), we can write the above model as follows yi = B0*+B1*Zi+ei

a. Suppose B^0 and B^1(beta hut 0 and beta hut 1) are the least squares estimates of B0 and B1 of the first model. Find the estimates of B0* and B1* in terms of B^0 and B^1.

b. Show that the value of R2(R square,I do not know what is this) remains the same for both models.

c. Find the variance of B^1 *.

Reference no: EM1395199

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