Question: 3. Suppose we have the standard multiple regression problem of y = XB + e and E(6) = 0 and B = (XTX) -'XTy. (a)

3. Suppose we have the standard multiple regression problem of y = XB + e and E(6) = 0 and B = (XTX) -'XTy. (a) Assuming Var(e) = 021, verify formula that Var(B) = 02(X X)-1

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