Ordinary linear models assume that v(????i) = ????2 is constant. Suppose instead that actually var(yi) = ????i. Using the QL approach for the null model ????i = ????, i = 1,…, n, show that u(????) = (1∕????2)

∑

i

(yi − ????), so ????̂ = ȳ and V = ????2∕n. Find the model-based estimate of var(????̂), the actual variance, and the robust estimate of that variance that adjusts for misspecification of the variance.