I am assigned this problem, but I don't quite understand what it's referring to. Is $\alpha$ the same as the intercept of the regression, and the coefficient on the variable u hat is 1? Would the OLS estimator for $\alpha$ come from the normal equations, then? Why do we need to square u hat in part b - what could this be related to? I'm not sure how I can compute anything just given this information. Thank you.