Note: In each part of Questions 3 and 4 , please justify ALL nontrivial steps by stating all the necessary theorems and additional assumptions; points will be deducted if this is not done. Ouestion 3 (50 marks) Consider the regression model Yi=1(X1iX1)+ui,uii.i.dN(0,2),fori=1,,n. a) Prove that the OLS estimator of the model is BLUE. b) Derive the ML estimator of the model. Is the ML estimator MVUE? c) Derive a formula for the mean square error of ML2, that is MSE(ML2). Note: In each part of Questions 3 and 4 , please justify ALL nontrivial steps by stating all the necessary theorems and additional assumptions; points will be deducted if this is not done. Ouestion 3 (50 marks) Consider the regression model Yi=1(X1iX1)+ui,uii.i.dN(0,2),fori=1,,n. a) Prove that the OLS estimator of the model is BLUE. b) Derive the ML estimator of the model. Is the ML estimator MVUE? c) Derive a formula for the mean square error of ML2, that is MSE(ML2)