Exercise 10.3 The BLUE of X can be obtained by taking T =V +XX. Prove this by
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Exercise 10.3 The BLUE of Xβ can be obtained by taking T =V +XX. Prove this by showing that
(a) C(X) ⊂C(T) if and only if TT−X = X, and
(b) if T =V +XX, then TT−X = X.
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