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Can you solve it by using matrix notation? Question 01 Consider the linear regression model: y = x B + Zn + u nx1 naxki
Can you solve it by using matrix notation?
Question 01 Consider the linear regression model: y = x B + Zn + u nx1 naxki kx1 nexk2 ky x1 nxi (1) and consider the model with the restriction = 0: y = nx1 X B + v nxk kx 1 (2) nxi where u~IID (0, oIn) v~IID (0,0In) k=ki + k2 Show that the difference between the estimated 8 of model 1, as below: (), and model 2, (), can be shown B B = (X'M2x)- X'MzMxYStep by Step Solution
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