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In the Regression Through the Origin Model Yi=β1Xi+uiY _ { i } = \beta _ { 1 } X _ { i } + u _ { i }

Question 5

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In the regression through the origin model Yi=β1Xi+uiY _ { i } = \beta _ { 1 } X _ { i } + u _ { i } the OLS estimator is
β^1=i=1nXiYii=1nXi2\widehat { \beta } _ { 1 } = \frac { \sum _ { i = 1 } ^ { n } X _ { i } Y _ { i } } { \sum _ { i = 1 } ^ { n } X _ { i } ^ { 2 } } Prove that the estimator is a linear function of Y1,,YnY _ { 1 } , \ldots , Y _ { n } and prove
that it is conditionally unbiased.

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