Question: a. Show that the expressions for the constrained estimator given in (17.27) and (17.33) are identical. b. Show that the covariance matrices for in Theorems

a. Show that the expressions for the constrained estimator given in (17.27) and (17.33) are identical.

b. Show that the covariance matrices for in Theorems 17.2 and 17.3 are identical.

e. Show that the matrix Xx defined in (17.23) has rank r.

d. Show that there is no loss of generality in assuming that g 0, in the constraint matrix. Him: Let denote any solution to (17.2) and define

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