Verify that under the assumptions of normal multiple regression analysis (a) The maximum likelihood estimates of the Icirc sup2 s equal the corresponding least squares estimates (b) The maximum likelihood estimate of s is (Y XBY(Y XB)

Question: Verify that under the assumptions of normal multiple regression analysis (a) The maximum likelihood estimates of the Î² s equal the corresponding least squares estimates;

Verify that under the assumptions of normal multiple regression analysis
(a) The maximum likelihood estimates of the Î²€™ s equal the corresponding least squares estimates;
(b) The maximum likelihood estimate of s is

(Y-XBY(Y-XB)

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