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Consider a two variable regression model, which satisfies all the Gauss Markov assumptions except that the error variance is proportional to x i 2 i

Consider a two variable regression model, which satisfies all the Gauss Markov assumptions except that the error variance is proportional to xi2 i.e.E(ui2)=2xi2 and
Yi=1+2xi+ui
How would you obtain the best linear unbiased estimates from the above regression.
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