Question: With WLS, show that [F(p) X]V F 1 [F(p) X] is minimized by = (X V F 1 X) 1 X V

With WLS, show that [F(p) – Xβ]’V̂F–1[F(p) – Xβ] is minimized by β = (X’ V̂F–1 X)–1 X’ V̂F–1 F(p).

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