Question: Consider two linear regression models, with the samples of response variables given by {Y}} and { Z}}, and with the same independent (predictor) variable whose

Consider two linear regression models, with the samples of response variables given by {Y}} and { Z}}, and with the same independent (predictor) variable whose sample is {Xj}: Yj = Bot BIXjtej, j=1,...,n. Zj = 70+ 7Xj+nj, j=1,...,n. where {}} and { n; } are i.i.d. N(0, of), with unknown o' > 0, Po, 81, 0, MER

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