Consider the model Y=X(J+b+e, E (e) = 0, Cov (e) = a 2 J, where b is
Question:
Consider the model Y=X(J+b+e, E
(e) = 0, Cov
(e) = a 2 J, where b is a known vector. Show that Proposition 2.1.3 is not valid for this model by producing a linear unbiased estimate of p' X(J, say ao + a'Y, for which ao ¥- O.
Hint: Modify p' MY.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: