stats.

Let observed values of Y comprise the vector Y ( R", while observations of X, and X populate the n-dimensional vectors X, and X2 respectively. Let the nx 3-dimensional matrix X := (1X X2)) i. Express the square matrix X X in terms of its elements, given the information above. 5marks] il. Show that for this data, the Least Squares estimate of the vector & of regression coefficients - given as 3 = (X X)-IXTY - does not exist. Here = (Bo, B. By)?. 3marks] [Total marks: 20)