Question: Prove that under the hypothesis that R = q, the estimator where J is the number of restrictions, is unbiased for 2. (y-Xb.)(y-Xb) n-K+J

Prove that under the hypothesis that R β = q, the estimator where J is the number of restrictions, is unbiased for σ2.

(y-Xb.)(y-Xb) n-K+J

(y-Xb.)(y-Xb) n-K+J

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