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Let’s think some more about the personality of the simple linear regression model. (a) If it’s…

Let’s think some more about the personality of the simple linear regression model. (a) If it’s…

Let's think some more about the personality of the simple linear regression model. (a) If it's really true that X is the only systematic factor affecting Y , then for a fixed value of X, YIX should be approximately normally distributed. Explain. (b) In the simple linear regression model, ϵ ~ N(0 , σ2). Explain. (c) Why must β not be zero?