Question: Consider the regression model Ya+ B+ B ++ Bele + Show that if then Var (e) Kx, (KD) Va = K Discuss the possible relevance
Consider the regression model Ya+ B+ B ++ Bele + Show that if then Var
(e) Kx, (KD) Va = K Discuss the possible relevance of this result in treating a form of heteroscedasticity.
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