Exercise 3.9.4 (a) Using the notation of Section 3.3 and in particular of model (3.3.6), show that
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Exercise 3.9.4
(a) Using the notation of Section 3.3 and in particular of model (3.3.6), show that the least squares estimate of β subject to the constraintΛ
β = d is βˆ = Uγˆ + b.
(b) What happens to the test of Λ
β = d if Λ
β has no estimable part?
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