Consider the reparameterized both-sides model Y = x*3* (z*)' + R where x* = x A, z* = zB, and the known matrices A and B are invertible. Derive the relationship between the least squares estimator Bis for 3* and the least squares estimator BLS in (5.43) for / in the original both-sides model (5.38). 5.43 BLS = (x'x) -1x'Yz(z'Z) -1. (5.43) 5.38 We now specialize to the both-sides model as defined in (4.29), i.e., Y = x3z +R, R ~ N(0, In Q ER), (5.38)