Question: Lb. We have the following multiple regression model: Y: = :30 + 1xt1 + zxa + axiz + 5. i = 1,2, ...,n where si~N(0,of).

Lb. We have the following multiple regression model: Y: = :30 + 1xt1 + zxa + axiz + 5. i = 1,2, ...,n where si~N(0,of). Based on the multiple remssion concept and transformation, deduce the least squares normal equations using the least squares criterion for parameter estimation. Explain why the maximum likelihood and least squares estimators are the same in this case. (lpts)

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