4. (10) Write the expression for the variance of the least squares estimator of i (the coefficient of x) in the multiple linear regression model. [Assume there are k slope coefficients in the model.] Be sure to define all terms in the equation. (05) a. How in practice would you estimate the variance of the least squares estimator of Bi? (05) b. Suppose that a regression of X on X2, X3, X yields an R of 0.95. What does this imply about the precision with which i can be estimated, compared with the case in which the R = 0.30?