Consider the partitioned form of the linear model in Section 17.1.4, where B, and B, denote the estimates of 8, based on the full model and the model reduced by the constraint B = 0.

a. Determine the expected value of B, under the full model.

b. If 8, is an element of B, show that Var] Var]. Hint: Write Var B] = Var[B+ (B-B)] and show that Coo (B-B)]=0. Section 17.2