Question: Derive the results in (8-20a) and (8-20b) for the measurement error model. Note the hint in footnote 4 in Section 8.5.1 that suggests you use

Derive the results in (8-20a) and (8-20b) for the measurement error model. Note the hint in footnote 4 in Section 8.5.1 that suggests you use result (A-66) when you need to invert

[Q* + uu] = [Q* + (oue1)(Oe1)].

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