Question: Question 1 (5 marks) Consider a general full rank linear model y = XB + e with p > 2 parameters. Derive an expression for

Question 1 (5 marks) Consider a general full rank linear model

Question 1 (5 marks) Consider a general full rank linear model y = XB + e with p > 2 parameters. Derive an expression for a joint 100(1 - o)% confidence region for parameters B; and B;, where i and j are arbitrary

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