Consider a special linear regression model in which each observation has its own slope coeficient: Yi = X;ß¡ + Ei, i = 1, ., n. What is the least squares estimator of B3?

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Consider a special linear regression model in which each observation has
its own slope coefficient:
Yi = X;ß; + Ei,
= 1,... , n.
%3D
What is the least squares estimator of B3?
Transcribed Image Text:Consider a special linear regression model in which each observation has its own slope coefficient: Yi = X;ß; + Ei, = 1,... , n. %3D What is the least squares estimator of B3?
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