Question: I need help 4. Consider the usual linear model Y ~ N (X ,3 , 02I ) Where X is non full rank. You want
I need help

4. Consider the usual linear model Y ~ N (X ,3 , 02I ) Where X is non full rank. You want to predict go for a given x0. a) State the conditions under which go is \"predictable\". b) Assuming yo is predictable, derive the equation for a 100(1 a)% prediction interval
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