Question: ) Consider the following regression model in matrix form: = + Let's partition the matrix into 1 and 2 with sizes 1 and 2 ,

) Consider the following regression model in matrix form: = + Let's partition the matrix into 1 and 2 with sizes 1 and 2 , respectively. Hence, the parameter vectors are then 1 and 2 with sizes 1 1 and 2 1, respectively. Using the partitioned form, minimize with respect to 1 and 2 . Find the expression for 2 (the least squares estimator of

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