Regression through the origin. Consider the following regression through the origin:
Yi = βˆ2 X2i + βˆ3 X3i + uˆ i
a. How would you go about estimating the unknowns?
b. Will J. uˆ i be zero for this model? Why or why not?
c. Will J. uˆ i X2i = J. uˆ i X3i = 0 for this model?
d. When would you use such a model?
e. Can you generalize your results to the k-variable model?