Question: Consider the least-squares estimator; that is, the vector b given in (5.60) on page 200 of our textbook. Using matrix methods, show that b is

Consider the least-squares estimator; that is, the vectorb given in (5.60) on page 200 of our textbook. Using matrix methods, show that b is an unbiased estimator. Show the steps in yourderivation so that they can be followed easily. It's better to include too many steps rather than too few. A reader should be able to follow each step of yourproof.

b21=(XX)221XY21 (5.60)

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