Question: Consider the multiple regression model y = XA + Consider the multiple regreion model y = X + subject to a set of linear constraints

Consider the multiple regression model y = XA +

Consider the multiple regreion model y = X + subject to a set of linear constraints of the form C = -r, C is m x l) matrix. The conditions hold and (O, Find the distribution of * , where ec are the constrained residuals. Find the distribution of (the unbiased estimator of in the constrained least problem).

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