i need the answer quickly 10. Consider the linear regression model with assumptions (i) to (iii) and (iv*) withV = kIn + Vị+V2 ,1where k e R, Vị is symmetric nonnegative definite with C(V1) C C(X),and V2 is symmetric nonnegative definite with C(V2) C C(X)-.(a) Explain why V = (1– e)In+ gl,1, is a special case of the above matrix V.(b) Show that ordinary and generalized least squares estimator coincide.Assumptions(i) X is a non-stochastic n x p matrix with p < n;(ii) the matrix X has rank p, i.e. X is of full column rank;(iii) the elements of the n x1 vector y are observable random vectors;(iv*) the elements of the n x 1 vector e are non-observable random vari-ables such that E(e) = 0 and Cov(e) = o?V, where V is a knownn x n symmetric positive definite matrix and o? > 0 is an unknown parameter.

Name: i need the answer quickly 10. Consider the linear regression model wit
Uploaded: 2024-03-20T07:06:41.000Z
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Description: i need the answer quickly 10. Consider the linear regression model with assumptions (i) to (iii) and (iv*) withV = kIn + Vị+V2 ,1where k e R, Vị is symmetric nonnegative definite with C(V1) C C(X),and V2 is symmetric nonnegative definite with C(V2) C