Question: Exercise 3.9.4 (a) Using the notation of Section 3.3 and in particular of model (3.3.6), show that the least squares estimate of subject to

Exercise 3.9.4

(a) Using the notation of Section 3.3 and in particular of model (3.3.6), show that the least squares estimate of β subject to the constraintΛ



β = d is βˆ = Uγˆ + b.

(b) What happens to the test of Λ



β = d if Λ



β has no estimable part?

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