[1] Consider the multiple linear regression model; Yi= Bot EB, xij te , i = 1, 2 , ... , n.2 a- State the assumptions on 81, 82 , ..., En. b- Put the model in matrix form, then obtain the least squares estimate b for the parameter vector B. c- Prove that b is unbiased and derive its variance covariance matrix. d- Show that the residual sum of squares is given by 3