Consider a regression model where 1 X11 X12 -69-659-00--09 1 X21 X22 = 1 Xnh Xn2...

 

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Consider a regression model where 1 X11 X12 -69-659-00--09 1 X21 X22 = 1 Xnh Xn2 Y = Y12 (a) (b) (c) (d) Y21 Y22 Y = XB+E, X = 310 320 21 B12 22 n 2 1(β) =Σ ΣΥ;; - Bjo - Χάβι - Χ,26,2). i=1 j=1 and Derive an estimator 3 of 3 minimizing L(3). Show that is the best linear unbiased estimator (BLUE). Find the joint distribution of the vectorized form of 3. Construct a level a test for Ho: 311 = 321 and 312 = 22. = Yn Yn2 The elements ij in are iid from N(0,02) with unknown o2 > 0. Define a loss function of 3: €11 €21 Enl €12 €22 En2 Consider a regression model where 1 X11 X12 -69-659-00--09 1 X21 X22 = 1 Xnh Xn2 Y = Y12 (a) (b) (c) (d) Y21 Y22 Y = XB+E, X = 310 320 21 B12 22 n 2 1(β) =Σ ΣΥ;; - Bjo - Χάβι - Χ,26,2). i=1 j=1 and Derive an estimator 3 of 3 minimizing L(3). Show that is the best linear unbiased estimator (BLUE). Find the joint distribution of the vectorized form of 3. Construct a level a test for Ho: 311 = 321 and 312 = 22. = Yn Yn2 The elements ij in are iid from N(0,02) with unknown o2 > 0. Define a loss function of 3: €11 €21 Enl €12 €22 En2

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