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a). Estimate the model Yi = 1 + 2X2i+ 3X3i + 4X4i + i given the following information:X' X X'Y = 8 2 7 5
a). Estimate the model Yi = 1 + 2X2i+ 3X3i + 4X4i + i given the following information:X' X X'Y = 8 2 7 5 Y'Y 23 7 0 0 7 3 0 0 0 0 13 9 0 0 9 7 69, , where the ith row of X is (1, X2i, X3i, X4i ) and i is a random disturbance distributed as N(O, 2I). There are 23 observations
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Linear Algebra and Its Applications
Authors: David C. Lay
4th edition
321791541, 978-0321388834, 978-0321791542
