Show that the Bayesian estimator of in (9.22) can be viewed as the generalized least squares
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Show that the Bayesian estimator of β in (9.22) can be viewed as the generalized least squares estimator in the augmented linear model (9.23).
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Related Book For
Linear Regression Analysis Theory And Computing
ISBN: 9789812834102
1st Edition
Authors: Xin Yan, Xiao Gang Su
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