Question: How do I solve this question? 2. Suppose Y = XB +, where X ERxP with full rank p and E ~ N2(0, o' I,).

How do I solve this question?

2. Suppose Y = XB +, where X ER"xP with full rank p and E ~ N2(0, o' I,). (a) Show that the maximum likelihood estimators for 3 and o' are B = (X'X)-1X'Y and o' = noY - XB|3, respectively. (b) Show that the vector of residuals is R = (I-H)Y, where H = X(X'X)-1X

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