Question: I NEED HELP TO SOLVE THIS y = X3* +E (1) and y = XB+Zyte, (2) where y is of size n and 3*, B

I NEED HELP TO SOLVE THIS

I NEED HELP TO SOLVE THIS y = X3* +E (1) and

y = X3* +E (1) and y = XB+Zyte, (2) where y is of size n and 3*, B and y are parameters. X and Z are n x p and n x k full-rank design matrices with p

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