Suppose we have the standard multiple regression problem of y = XB+c and B = (XX) Xy. (a) Assuming E(e) = 0 and Cov(e) = o21, verify formula that Var (3) = (XX) (b) Assuming E(e) = 0 and Cov(e) appropriate formula for Cov(3). = where is an arbitrary covariance matrix, derive the (c) Suppose E(G) = for all i=1,2,...,n. Determine expected values of Bo, B1,..., Bp and verify that B,..., are all still unbiased, but that B, is biased.