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Question: 1 for the general multivariate regression model the least squares...

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1. For the general multivariate regression model, the least squares estimator is given by Show that for the slope estimator in the simple (bivariate) regression case, this is equivalent to ja! įs] 2. In the general multivariate regression model, the variance of the least squares estimator, Va( is σ2(XX). Show that for the simple regression case, this is equivalent to a. Var(B- b. Var(B)o i, Σ (Xi-X) 2 C. What is the covariance between β° and β,?
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