=+12.22. This exercise involves some details regarding Example 12.14. 12.6 Exercises 431 (i) Show that PXf =

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=+12.22. This exercise involves some details regarding Example 12.14.

12.6 Exercises 431

(i) Show that PXf = m−1Jm ⊗ I2.

(ii) Show that PX = (2m)−1Jm ⊗ J2 for X corresponding to model I and PX = m−1Jm ⊗ (δ2δ

2) for X corresponding to model II.

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Large Sample Techniques For Statistics

ISBN: 9781441968265

1st Edition

Authors: Jiming Jiang

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=+12.22. This exercise involves some details regarding Example 12.14. 12.6 Exercises 431 (i) Show that PXf =

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Large Sample Techniques For Statistics

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