C(Vl'o) c C(l'o). Hint: Show that Show that if MY - MVli is a BLUE of Xj3,

Question:

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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