Question: Problem 3. (10 points) Consider the linear model y = XB +c with E(c) = 0 and Cov(() = V, where X is an n

Problem 3. (10 points) Consider the linear model y = XB

Problem 3. (10 points) Consider the linear model y = XB +c with E(c) = 0 and Cov(() = "V, where X is an n x p full-rank matrix with p

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