Question: Suppose the true model describing the relation between x and y is Where the Îµi are independently generated from a N (0, Ï2 i) distribution.

Suppose the €œtrue€ model describing the relation between x and y is

Where the Îµi are independently generated from a N (0, Ïƒ2 i) distribution. Let Æ© be a matrix with diagonal entries Ïƒ2 1, Ïƒ2 2. . . Ïƒ2 n . What is the covariance matrix for the ordinary least squares parameter estimators? How does this relate to the discussion of different estimators of the variance in Section 11.2.2?
(a) Population Counts and (b) Sample Sizes for Exercise 30.

Suppose the €œtrue€ model describing the relation between x and

(a) Population Counts Age Group 25 >25 F 50 100 M 250 900

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