Question: Exercise 6.9.10 Show that in Section 2, = and 0 = 0 (1/n)J n 1 Z. Hint: Examine the corresponding argument given

Exercise 6.9.10 Show that in Section 2, γ∗ = β∗ and β0 = γ0 − (1/n)J n 1 Zγ∗.

Hint: Examine the corresponding argument given in Section 1 for simple linear regression.

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