I was reading about (simple) linear regression through origin and I have the following questions:
- What are the standard assumptions of such a regression model? I am asking this of the true model not the fitted model. In specific if you were to write down before you even fit the model what are assumptions of the error term, assumptions for the distribution of the parameters for inference and so on.
- How can you derive the MLE (NOT LSE) of the standard (Simple) regression model through the origin. And by derive I do not mean saying that MLE=LSE in this case and just minimizing the least Squares. I would be quite confused on whether to even start with normal distribution as I am still uncertain of the assumptions of the model through the origin.