2. Consider the model Y = XB+ €, where e N,(0, o²In) and Xpxp may not have full column rank but has 1 as its first column. Derive the joint distribution of g and the Residual Sum of Squares. %3D

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2. Consider the model Y = Xß + €, where e~ N„(0, o²1,) and Xpxp may
not have full column rank but has 1 as its first column. Derive the joint
distribution of j and the Residual Sum of Squares.
Transcribed Image Text:2. Consider the model Y = Xß + €, where e~ N„(0, o²1,) and Xpxp may not have full column rank but has 1 as its first column. Derive the joint distribution of j and the Residual Sum of Squares.
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