Question: 5. Consider now the two embedded models Y = X ,8 + aZ under the usual assumptions (full column rank X E RmD and Z

 5. Consider now the two embedded models Y = X ,8

5. Consider now the two embedded models Y = X ,8 + aZ under the usual assumptions (full column rank X E Rm\"D and Z G N(0,lln)) and Y = Xll + O'Z, where X1 consists of the rst k

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