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Consider the following model of unequal variance Derive mean and covariance matrices of the least square estimator (LSE). Y = XB + 6, Var(E) =
Consider the following model of unequal variance Derive mean and covariance matrices of the least square estimator (LSE). Y = XB + 6, Var(E) = V = diag(oz, ..., .2 +
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