Question: [8]7. Consider a general regression model y = X3 + e where X(n X p) and (p x 1) and e(p x 1) with regular

[8]7. Consider a general regression model y = X3 + e

[8]7. Consider a general regression model y = X3 + e where X(n X p) and (p x 1) and e(p x 1) with regular assumptions we used in this course. Show that i Var(j?g) = 027). i=1

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