Question: 2 . Consider the linear model Y = X + , where X = 1 1 1 3 1 5 1 7 , Y =

2. Consider the linear model Y = X +, where X =11131517, Y =24374554 and MVN4(0,4I4).(a) Define and for a model involving both independent variables and intercept. (b) Compute XTX, XTY, YTY. Find the (XTX)1 matrix and write the normal equations with the known X and Y.(c) Find and Var().(d) Find Y and Var(Y).(e) Find the residual vector e, and Cov(e).

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