Question: a. Prove the result directly using matrix algebra. b. Prove that if X contains a constant term and if the remaining columns are in deviation

a. Prove the result directly using matrix algebra.

b. Prove that if X contains a constant term and if the remaining columns are in deviation form (so that the column sum is zero), then the model of Exercise 8 below is one of these cases. (The seemingly unrelated regressions model with identical regressor matrices.)

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