Question: Under Assumptions 6.1 (First Moments, p. 110) and 7.1 (Second Moments, p. 130), find Var[ | X] (a) when X is full-column rank and (b)

Under Assumptions 6.1

(First Moments, p. 110) and 7.1

(Second Moments, p. 130), find Var[μ̂ | X]

(a) when X is full-column rank and

(b) when X is rank deficient (not full-column rank).

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