Question: 2.24 Consider the model = + where () = 0, and Var[e] = V. Show that ^ = (x'y-l xy l x'-l y

2.24 Consider the model = Χ + ε

where Ε(ε) = 0, and Var[e] = V. Show that ^ = (x'y-l xy l x'\-l y is BLUE.

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