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Question Setup: Suppose you have a multiple linear regression model. The random errors i are assumed to be i.i.d. N(0, 2 ) random variables for

Question Setup:

Suppose you have a multiple linear regression model. The random errorsi are assumed to be i.i.d. N(0, 2) random variables for i = 1, . . . , n. The matrix notation, y=X+, where random vector = (1,2,...,n)T. Let^ be the LSE of , ->^=(XTX)1XTy

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find E()

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