Question: Let the regression equation between Y and X is given by i i i Y = ????+????X +???? , where i i E(???? |x )

Let the regression equation between Y and X is given by i i i Y = ????+????X +???? , where i i E(???? |x ) = 0, and the form of heteroscedasticity is 2 i i i Var(???? |x ) = ???? , i = 1, 2,....,n. Given a sample of observations on Y and X, discuss the technique to estimate the equation. If the form of heteroscedasticity is 2 2 i i i i Var(???? |x ) = ???? X , i = 1, 2,....,n, then discuss the technique to estimate the equation. If the form of heteroscedasticity is 2 2 i i i i Var(???? |x ) = ???? = ???? (a+bx ), then discuss the technique to estimate the equation. If the form of heteroscedasticity is 2 2 2 i i i i i Var(???? |x ) = ???? = ???? (a+bx +cx ), discuss the technique to estimate the equation.

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