Question: Let the heteroscedastic model between Y and X be i i i Y = ????+????X +???? and the form of heteroscedasticity be 2 2 2

Let the heteroscedastic model between Y and X be i i i Y = ????+????X +???? and the form of heteroscedasticity be 2 2 2 i i i Var(???? ) = ???? = ???? X , i = 1, 2,.......,n, and i j Cov(???? ,???? ) = 0, ????i ???? j. Obtain the variance co-variance matrix of ???? where

???? is a (n×1) matrix of the random error terms.

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