Question: Problem 7 (25 points). Consider the following linear regression model: Y6 o8 12, 9 T te, i=1,....n where for 02 > 0 we have ,

Problem 7 (25 points). Consider the following linear regression model: Y6 o8 12, 9 T te, i=1,....n where for 02 > 0 we have , 44 N (0, 02). 1. Set up the likelihood function for estimating the parameters 3 =8 3 5 ,)7

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