Question: Suppose that X = [*1, . .., Xx], where xi i = 1, ..., k are linearly indepen dent columns of X (one of x;

Suppose that X = [*1, . .., Xx], where xi i = 1, ..., k are linearly indepen dent columns of X (one of x; can be a column of 1 if intercept is included in the model). Show that var(Bk) 2 02 (x, Ck) with equality if and only if a( x; = 0, j = 0, 1, ..., k - 1

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