Exercise 9.3 Suppose 1 and 2 are estimable in model (9.0.1). Use the
Question:
Exercise 9.3 Suppose λ
1β and λ
2γ are estimable in model (9.0.1). Use the normal equations to find find least squares estimates of λ 1β and λ
2γ .
Hint: Reparameterize the model as Xβ +Zγ = Xδ +(I−M)Zγ and use the normal equations on the reparameterized model. Note that Xδ = Xβ +MZγ .
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