Var ˆβ0=σ2∑ni=1x2in∑ni=1x2i−(∑ni=1xi)2Var ˆβ1=nσ2n∑ni=1x2i−(∑ni=1xi)2\textrm{Cov}(\hat{\beta}_{0},\hat{\beta}_{1})=\frac{-\sigma^{2}\sum_{i=1}^{n}x_{i}}{n\sum_{i=1}^{n}x_{i}^{2}-\left(\sum_{i=1}^{n}x_{i}\right)^{2}}
Bevis för \(\hat{\beta}_1\)
📜
\[\hat{\beta}_{1}=\frac{\sum(x_{i}-\overline{x})(y_{i}-\overline{y})}{\sum(x_{i}-\overline{x})^{2}}=\frac{\sum(x_{i}y_{i}-x_{i}\overline{y}-\overline{x}y_{i}+\overline{x}\overline{y})}{\sum(x_{i}-\overline{x})^{2}}=\frac{\sum(x_{i}-\overline{x})y_{i}-\overline{y}\overbrace{\sum(x_{i}-\overline{x})}^{=0}}{\sum(x_{i}-\overline{x})^{2}}=\frac{\sum(x_{i}-\overline{x})y_{i}}{\sum(x_{i}-\overline{x})^{2}}\]
\[\textrm{Var }\hat{\beta}_{1}=\frac{\sum(x_{i}-\overline{x})^{2}\overbrace{\sigma^{2}}^{=\textrm{Var }y_{i}}}{\left(\sum(x_{i}-\overline{x})^{2}\right)^{2}}=\frac{\sigma^{2}}{\sum(x_{i}-\overline{x})^{2}}=\frac{n\sigma^{2}}{n\sum x_{i}^{2}-\left(\sum x_{i}\right)^{2}}\]
Under the
standard statistical model