Question: a. Show that B and B are both unbiased estimates of in the constrained model. b. Show that the matrix BG(XX) is positive definite. e.
a. Show that B and B are both unbiased estimates of in the constrained model.
b. Show that the matrix BG(XX) is positive definite.
e. Establish the relation between QB) and Q(3) shown in (17.37) and verify the inequality.
d. Verify the relation in (17.38).
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