Question: Please help with the following statistics/regression analysis problem :) 3. Consider the following model: Y1 1 @1 - X Y2 1 (12 - 3) (Cn

Please help with the following statistics/regression analysis problem :)

3. Consider the following model: Y1 1 @1 - X Y2 1 (12 - 3) (Cn - x) where 21, . . .; In are assumed to be constants, and where e; ~ N(0, 62). Answer the following questions showing clear working - either using matrix results from class, or using results from pre-requisite classes PSTAT 120A/120B/126. (a) Find the ordinary least squares estimators of T and y. (b) What is the distribution of your ordinary least squares estimator of T? (c) What is the distribution of your ordinary least squares estimator of y? (d) Are your OLS estimators of T and y correlated or uncorrelated

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