Derive the results in (8-20a) and (8-20b) for the measurement error model. Note the hint in footnote
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Derive the results in (8-20a) and (8-20b) for the measurement error model. Note the hint in footnote 4 in Section 8.5.1 that suggests you use result (A-66) when you need to invert
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[Q* + £uu] = [Q* + (oue1)(Oµe1)].
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