Linear regression analysis proof question

#1
Hi, can anyone help me please in writing a proof to the following linear regression problem? I have spent countless hours trying to solve it but am not able to.

I really do appreciate your time and help!

Attached is a document with the problem.

Many thanks!

:)
 

Dragan

Super Moderator
#2
Hi, can anyone help me please in writing a proof to the following linear regression problem? I have spent countless hours trying to solve it but am not able to.

I really do appreciate your time and help!

Attached is a document with the problem.

Many thanks!

:)

The variable X consists of 1's and 0's.

Thus, begin by thinking of the binomial distribution and use the fact that the variance associated with X is var(X)=n*p*(1-p).