n the model Yi = Xi + ui you are told that ui = Xii where i and Xi are independent, and V ar() = 2. a) Is there heteroskedasticity in this model? Explain. b) Let the OLS estimator of be given by (Note: the formula is different from the usual OLS formula for the slope coefficient since there is no intercept in the model) = P YiXi P X2 i . Show that V ar( |X1, , Xn) = 2 P X4 i (P X2 i )2 5