Question: The variance inflation model can be written yi = x 0 i + i fori = 1, 2, , n with model

The variance inflation model can be written yi = x 0 iβ + ²i fori = 1, 2, · · · , n with model error being normally distributed and E(²j ) = σ 2 + σ 2 ∆ andE(²i) = σ 2 for all i 6= j and E(²i) =

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