Consider the simple linear model,
Y=\alpha \beta x e
with
e∼N(0,\sigma _(e)^(2))
in usual notation. Prove that
Var(hat(\alpha ))=(\sum_(i=1)^n x_(i)^(2))/(\sum_(i=1)^n (x_(i)-(\bar{x} ))^(2))\sigma _(e)^(2)
.