Question: Please help with this regression analysis problem :) Q3. (8 pts) Consider the simple linear regression model without intercept: y = XB+E, where y E

Please help with this regression analysis problem :)

Q3. (8 pts) Consider the simple linear regression model without intercept: y = XB+E, where y E Rn, 2 1 20 2 X = E Rnx1 . . . and & E R". Suppose the covariance matrix of & has the following form O . 0 07 0 0 03 Cov(E) = 0 . . . O . . . O . .. Derive the exact formula of the weighted least squares estimate of S (Hint: start from the GLS formula)

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