1. Consider the full model y = X3 + c, with rank(Xxp) = p and cov(c) = 02 In. Further, let 3 = (3 , 3 ) for the r-vector 31 and the the (p - r)-vector 32, and X = (X1, X2) with X1 an xr matrix, r var(1, )? Explain and show your work