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Consider the following multiple linear regression model? it = #30 + 5131i + .Beiei + E.' where E; a normal random variable with mean zero
Consider the following multiple linear regression model? it = #30 + 5131i + .Beiei + E.' where E; a normal random variable with mean zero and unknown variance 521 that is} E;- ~ Nm, 0'2}. W'e also assume that s,- are independent for i = l, ~~ ,n. [a] 1'v.-'ifr:'lte down the regression model in vector format and provide the row vector a} and column veetors for response variable? if and ,8. [h] Find the maximum likelihood estimators for ,5 and 5'31 3 and 5'2. [e] Find the expectation of {i and (ii. Comment on the bias of the estimators
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