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4. Consider the linear model Y = XB+e, where e MV N(0,021). (1) Derive the formula for , the least square estimate of B, usin
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4. Consider the linear model y = XBte, where comun (0,622 ). estimate (1) Derille the Of B, using formula fox ê, the least sqIf Ê filtered as the estimate of coefficients, then the Nalue of the neguession model is The Value | arsicals is the differenSEE - 2xy + 2x=0 solving for å we get Å = (x) xiy (2) show that Ê us an unbiased estimate for B. that Ể PS the unbiased estione of the assumptiony Of OLS S the excgereity of independent variables. Of there is no - Casselation between the sandom dist- P-( x x x x P + (x) x - B-B + (x %)xE . Going back to the Varience, Ilom () = (CB-P) (R-1)] E [Caix)x ccx (mix)7 • 18

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