Question: Consider the linear regression model: Yi = BX;+ ci; where 6 ~ N(0, 1). The Y's are considered random and the Xi's are considered fixed.

Consider the linear regression model: Yi = BX;+ ci; where 6 ~ N(0, 1). The Y's are considered random and the Xi's are considered fixed. Suppose a random sample of size n is drawn. Question: What is the Cramer-Rao lower bound for estimation of 3

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