Question: Consider the model 1,; = 6X, + Eh where 51, .1 J , En are identical and indepen dently distributed with mean 0 and variance

Consider the model 1",; = 6X, + Eh where 51, .1 J , En are identical and indepen dently distributed with mean 0 and variance 0'21 Let the observed data be {321, yd, . . J , (In, ya}. Obtain the least. squares estimates of ,6 and the variance of the estimator of ,6

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