Question: 1. Consider the following regression model: yi = Bot Bitat .. . + BpTip + e, i = 1, ..., n, where &; are i.i.d.

1. Consider the following regression model: yi = Bot Bitat .. . + BpTip + e, i = 1, ..., n, where &; are i.i.d. ~ N(0, o? ). (i) Give the MLE of 3 and o2, where B = (Bo, B1, . ..; Bp) T. (ii) Derive explicitly the expression of AIC and BIC. Confirm that the derived AIC differ from nin(62) + 2jm by the constant n(In(27) + 1)

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