Question: Consider the multiple linear regression model y|8, 62~MVN (XB, 21), where o2 > 0, I is the n x n identity matrix, 1 y1 11

Consider the multiple linear regression model y|8, 62~MVN (XB, 21), where o2 > 0, I is the n x n identity matrix, 1 y1 11 x1p 1 Bo 21 y = X = . . and B = . . . yn 1 Cn1 . Cnp Bp Suppose that o is known, X'X = (A 0 B , bLS = ), and the prior density for B is g(Bo, B1)
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