Assume that your population regression function is
Yi = βiXi + ui
i.e. ,a regression through the origin (no intercept).Under the homoskedastic normal regression assumptions,the t-statistic will have a Student t distribution with n-1 degrees of freedom,not n-2 degrees of freedom,as was the case in Chapter 5 of your textbook.Explain.Do you think that the residuals will still sum to zero for this case?
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