Consider the population regression equation satisfying CNLRM assumptions Y; = β + β2X; + ui, where u; ~N(0, σ = 2). What is the correct distribution of By? β. ~ N(0, β, ~ N (0, V Σ my- ~~N(β2, 4Σ", x? η Σ V ΣΕ 2 βγ ~N(β2, Ο None of them. x? «Σ, 2/

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Consider the population regression equation satisfying CNLRM assumptions Y; = β + βgX; + ui, where u; ~N(0, σ = 2). What is the correct distribution
of B₂?
Ο Ο
β. ~ N (0,
V ΣΕ
β. Ν(0, V η Σ 1
ΑΣ, Χ
β·
~N(β2, V Σ
β·
(4Σ, ΧΕ
~ N(β2, V «Σ1 * /
None of them.
Transcribed Image Text:Consider the population regression equation satisfying CNLRM assumptions Y; = β + βgX; + ui, where u; ~N(0, σ = 2). What is the correct distribution of B₂? Ο Ο β. ~ N (0, V ΣΕ β. Ν(0, V η Σ 1 ΑΣ, Χ β· ~N(β2, V Σ β· (4Σ, ΧΕ ~ N(β2, V «Σ1 * / None of them.
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