3.29. Show that (@am) can be written as B' X'y/P (n p)R2 Bl@am) - B 2 + B' X'XBp p+ (n 2p) R2B . . The Ohtani Estimator Ohtani [82] investigates the estimator B(@AM), where 22 p OAM ' x' x The estimator Bl@AM) is called adjusted minimum mean squared error esti- mator, since it has the representation @' X'y/P > Bam = = B(@AM) G2 + 8x'x8/p and thus can be seen as an adjustment of the minimum mean squared error estimator B'X'y M . 2 + B' X'X = 3.29. Show that (@am) can be written as B' X'y/P (n p)R2 Bl@am) - B 2 + B' X'XBp p+ (n 2p) R2B . . The Ohtani Estimator Ohtani [82] investigates the estimator B(@AM), where 22 p OAM ' x' x The estimator Bl@AM) is called adjusted minimum mean squared error esti- mator, since it has the representation @' X'y/P > Bam = = B(@AM) G2 + 8x'x8/p and thus can be seen as an adjustment of the minimum mean squared error estimator B'X'y M . 2 + B' X'X =