Question: 1. Consider the general linear model Y = Bo + 3121 + 32x2 + ... + BKXK +E, where EE) = 0 and V(() =

1. Consider the general linear model Y = Bo + 3121

1. Consider the general linear model Y = Bo + 3121 + 32x2 + ... + BKXK +E, where EE) = 0 and V(() = 02. Notice that B1 = a'S, where the vector a is defined by aj = 1 if j = i and a; = 0 if j # i. Use this to verify that E[Bi] = Bi and V(Bi) = cuo2, where cui is the element in row i and column i of (X'X) -1

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