Question: Consider the model y,- = Mm,- + 67;, for z' = 1,2,. . . , n where e,- are independent, mean zero random errors with

Consider the model y,- = Mm,- + 67;, for z' = 1,2,. . . , n where e,- are independent, mean zero random errors with a common variance (:2. a) Find the BLUE of ,8 in terms of 31,-, 3/, (not in matrix notation). b) Apply the formula for observations (1,3), (1,4), (4,6), (4,8), (9,8), (9,8). 0) Suppose instead that the error terms have variance proportional to the cc value, i.e. Var(e,) : 02:13,- (the es are still independent and mean zero. Find the BLUE of ,8 in terms of a3,- and y,. (not in matrix notation). (1) Apply the formula for observations (1,3), (1,4), (4,6), (4,8), (9,8), (9,8)
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