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This question 4. [5 marks] Consider the regression model (Yi|x) = Bo + Bixil + ... + Bpxip + e; where ei N(0,1 + Ex-;

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4. [5 marks] Consider the regression model (Yi|x) = Bo + Bixil + ... + Bpxip + e; where ei N(0,1 + Ex-; ). Calculate the elements of the weight matrix W such that Var(PWLS) = 02 ( XIWX) -1

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