Question: Please provide a step-by-step solution #3 STATS HW 10 3. Consider the regression model Y = BX; + &; , where X, and &, are

Please provide a step-by-step solution

#3 STATS HW 10 3. Consider the regression model Y = BX; + &; , where X, and &, are independent, Xq. ...Ka are i.i.d. with mean zero, and Ey. .... En are i.i.d. from N(0, o? ). a. Construct the log likelihood function. b. Obtain the MLE (8, 67 )of the parameters (8, or2) in terms of X1. .... X, and Y,..., Y's.. c. Obtain the asymptotic variance matrix of vn(f, a?). d. Express estimated approximate variances of # and 82 in terms of X],.... *n and Y1. ... . Yn- e. Express 95% confidence intervals of B and o in terms of X1. .... X,, and Yj. ..., Ym

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