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1. Consider the following regression model: Yi = o + Bxi1 + + pxip + i, i = 1, . . ., n, where

 

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1. Consider the following regression model: Yi = o + Bxi1 + + pxip + i, i = 1, . . ., n, where ; are i.i.d. ~ N(0, 0). (i) Give the MLE of and , where = (Bo, B1, ..., p). (ii) Derive explicitly the expressions of AIC and BIC for the above linear regression model, based on their general formulae.

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