Suppose we have the regression model: y_i = beta_0 + beta_1 x_i + ϵ_i where y_i = (Y_i - Y) and xi = (X_i - X). This will be true iff beta_0 = 0. We immediately see that beta_0 = (Yi - Y)) - beta_1(Xi - X)). Where beta_1 is given by (COV(X,Y))/(VAR(X)). I don't believe this quantity is guaranteed to be 0, so would the answer be that we are unable to determine if the regression line passes through the origin?

Angel Kline

Angel Kline

Answered question

2022-10-18

Suppose we have the regression model: y i = β 0 + β 1 x i + ϵ i
where y i = ( Y i - Y ¯ ) and x i = ( X i - X ¯ ).
This will be true iff β 0 = 0. We immediately see that β 0 = ( Y i - Y ¯ )) - β 1 ( X i - X ¯ )). Where β 1 is given by C O V ( X , Y ) V A R ( X ) . I don't believe this quantity is guaranteed to be 0, so would the answer be that we are unable to determine if the regression line passes through the origin?

Answer & Explanation

Remington Wells

Remington Wells

Beginner2022-10-19Added 13 answers

In general, if you are using the least squares coefficients and the regression model y i = β 0 + β 1 x i + ϵ i , where E ( ϵ i ) = 0 for all i, then the coefficient β 0 is given by
β ^ 0 = y ¯ β 1 ^ x ¯ .
If you also have y i = Y i Y ¯ and x i = X i X ¯ then you get y ¯ = Y ¯ Y ¯ = 0 and similarly x ¯ = 0. All in all, β ^ 0 = 0, and as you say this implies that the regression line passes through the origin.

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