4.5. Let y = XB+E, where &~ N(0,0²IN), and 3 is a p-dimensional vector,with N= 10 and p = 3. Given y'y = 58, and given the following normalequations,431 +232-233281 +232 +83-281 +8₂ +683479,find the least squares estimates of 3 and o2. What are the estimates ofB1, B2, B3, B1 - B2, and B₁ + B3 ?

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Answered: Let y = X3 + e, where with N = 10 and p…

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Let y = X3 + e, where with N = 10 and p = 3. equations, ~ N(0,0²IN), and 3 is a p-dimensional vector, Given y'y = 58, and given the following normal 461 +232-203 231 +232+33 -231+32 +683 4 7 9, find the least squares estimates of 3 and o2. What are the estimates of B1, B2, B3, B1-B2, and B1 + B3 ?