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Question 3 (7 marks) Consider a full rank linear model y = XB + e. Derive a formula for a 100(1 -Lo)% prediction interval for

Question 3 (7 marks) Consider a full rank linear model y = XB + e. Derive a formula for a 100(1 -Lo)% prediction interval for the sum of the responses of two independent future observations y and 1/2, with predictors x] and x2 respectively

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