Question: Consider two full-column rank design matrices, X, and X. for the estimation of Ely | X] = XB- Show that if XX-XX is a positive

Consider two full-column rank design matrices, X, and X. for the estimation of Ely | X] = XB- Show that if XX-XX is a positive semidefinite matrix, then design B is efficient relative to design A for the OLS estimator of B. IIIINT: Use Lemma 9.1 and the definition of variance ellipses (Definition 14, p. 134).J

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