Prove that under the hypothesis that R = q, the estimator where J is the number of
Question:
Prove that under the hypothesis that Rβ = q, the estimator
where J is the number of restrictions, is unbiased for σ2.
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Step by Step Answer:
First use 528 to write e e ee Rb qRXX 1 R 1 Rb q Now the result that E ee n K 2 ...View the full answer
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