C(Vl'o) c C(l'o). Hint: Show that Show that if MY - MVli is a BLUE of Xj3,
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C(Vl'o) c C(l'o).
Hint: Show that Show that if MY - MVli is a BLUE of Xj3, then
[M - MVI [V{(I - M)Virl V{(J - M)] V
= V [M - (J - M)VI [V{(J - M)VI]-1 V{M] .
Then multiply on the right by Yo.
We include a result that allows one to find the matrix VI, and thus find least squares CLUEs.
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