Question: Exercise 3.5 Show that a necessary and sufficient condition for 1 X = 0 and 2X = 0 to determine orthogonal constraints on

Exercise 3.5 Show that a necessary and sufficient condition for ρ

1 Xβ = 0 and

ρ

2Xβ = 0 to determine orthogonal constraints on the model is that ρ

1Mρ2 = 0.

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