Question: Use the DemnatiRao (2004) method discussed in Exercise 23 of Chapter 9 to estimate V(tyGREG) fortyGREG defined in (11.20). Use the matrix differentiation result given

Use the Demnati–Rao (2004) method discussed in Exercise 23 of Chapter 9 to estimate V(ˆtyGREG) forˆtyGREG defined in (11.20).
Use the matrix differentiation result given in Exercise 20.

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