## Question

###### Consider regression model y = XB + â‚¬, where X is an n X p matrix with rank(X) p; (0,022), and > is known n X n positive definite matrix Please find an unbiased estimator of 02 and prove it_

Consider regression model y = XB + â‚¬, where X is an n X p matrix with rank(X) p; (0,022), and > is known n X n positive definite matrix Please find an unbiased estimator of 02 and prove it_

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