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Considering the following classical linear regression model, $y=X beta+u$, where you have $mathrm{T}=300$ observations, the number of regressors, $mathrm{k}=15$ (including one intercept and 14 independent
Considering the following classical linear regression model, $y=X \beta+u$, where you have $\mathrm{T}=300$ observations, the number of regressors, $\mathrm{k}=15$ (including one intercept and 14 independent variables), what are the dimensions of $X \beta$ and $\left(X^{\prime} X ight)^{-1}$ ? Select one: a) $15 \times 300$, and $15 \times 1$. b) $15 \times 1$, and $300 \times 15 .$ c) $300 \times 1$, and $15 \times 15$. d) $300 \times 15$, and a scalar. SP.JG.013
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