Question: The question is following: Consider the multiple linear regression model YIX = XB + e in which E(6) =0 and Var(e) =0'Inxn. Suppose that the

The question is following:

Consider the multiple linear regression model YIX = XB + e in which E(6) =0 and Var(e) =0'Inxn. Suppose that the least squares estimator of vector f is shown by Bus which is an unbiased estimator. Furthermore, let Vis show the variance-covariance matrix of Bus. Show that if V is the variance-covariance matrix of any other linear and unbiassed estimator of B, then VLS

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