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3. This problem continues the preceding one as well as the one with the same background as in this Lesson's practice problems with solutions. Let / be the OLS estimate from the regression of y, on Xt. Let At be a k x / non-singular matrix and define: for s = 1, ..., n. Therefore, z,, is 1 x / and is a nonsingular linear combination of X,,t. Let Z, be the n x k matrix with rows Z.t. Let / denote the OLS estimate from a regression of y, on Z,. Let 8, be the OLS estimates from a regression of y, on: 1, 12,t, ..., Ik,t; and, let B; be the OLS estimates from a regression of y, on: 1, a212,t, ..., ak.Ik,t, where the as are constants and a; * 0 for j = 2, ..., k. State the mathematical rela- tionship between 3, and B