Suppose >i(3 and >~'Y are estimable in model (9.0.1). Use the normal equations to find find least

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Suppose >"i(3 and >"~'Y are estimable in model (9.0.1).

Use the normal equations to find find least squares estimates of >..i(3 and

>"~'Y.

Hint: Reparameterize the model as X(3 + Z'Y = X8 + (/ - M)Z'Y and use the normal equations on the reparameterized model. Note that X 8 =

X(3 + MZ'Y.

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