Centred simple linear regression

ID: centred-simple-linear-regression

In simple linear regression written as , the constant and centred predictor columns are orthogonal. Differentiating the sum of squared residuals gives the displayed ordinary least squares estimators, provided . For independent mean-zero errors of common variance , both estimators are unbiased, their variances are and , and their covariance is zero. The uncentred intercept is .

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