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I have the true model set as $y = b_0+b_1 x+u$. Now supposing that I'm running the model without the intercept term,

Under what circumstances would the coefficient term in the model (without the intercept term) be an unbiased estimator?

Personally, I like this model choice because the conditional variance of my estimator is the most efficient (between the two model choices). Would this be a correct evaluation on my part?

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    $\begingroup$ Check the requirements/assumptions for linear model. If your data and model meet the requirement then you estimate of the regression coefficients is unbiased. $\endgroup$ – user158565 Jul 14 '19 at 22:14
  • $\begingroup$ Related: stats.stackexchange.com/questions/171125/… $\endgroup$ – Christoph Hanck Jul 15 '19 at 11:56