Suppose Y = X + $, where X is a fixed np matrix of rank p, and

Question:

Suppose Y = Xβ + $, where X is a fixed n×p matrix of rank p, and

β is a p × 1 parameter vector. The $i are independent with common variance σ2 and E($i) = µi, where µ is an n×1 parameter vector. Is β

identifiable?

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