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() = ;; - Bjo - - ,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