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# Problem % (16 point<. ) Considkr thc Tcgreasion nuxkl Y = X8+ : AII : stochastic Ad i such tat EcT") #0 Howerr thcre mnattix of suinbkz 2 ~uchthat E(Z'...

## Question

###### Problem % (16 point<. ) Considkr thc Tcgreasion nuxkl Y = X8+ : AII : stochastic Ad i such tat EcT") #0 Howerr thcre mnattix of suinbkz 2 ~uchthat E(Z':) Vn E(Z4+0 Thc ,ittension ofthe HatIir . iT k(Tithe mtkr ofolerations Ad kithe nutber of regreAOrs) wlcteas the: dimension of the mtrix Z is T x with 9 > k(D) (2 points) [s B from [cgrexsion of Y ou . consisteut for B:(2 point-) Rgte the matrix 4 o tle matrix Z (ie F #anit [ regrexn Gch coltn of . on thc matrix 2) Exprexs thc f

Problem % (16 point<. ) Considkr thc Tcgreasion nuxkl Y = X8+ : AII : stochastic Ad i such tat EcT") #0 Howerr thcre mnattix of suinbkz 2 ~uchthat E(Z':) Vn E(Z4+0 Thc ,ittension ofthe HatIir . iT k(Tithe mtkr ofolerations Ad kithe nutber of regreAOrs) wlcteas the: dimension of the mtrix Z is T x with 9 > k (D) (2 points) [s B from [cgrexsion of Y ou . consisteut for B: (2 point-) Rgte the matrix 4 o tle matrix Z (ie F #anit [ regrexn Gch coltn of . on thc matrix 2) Exprexs thc fittevl sluer cotupctly i fuuction o uz (2 poiuts) Regr the obtnvations } on the fittevl valut > fxom tlie previou ["gTtsion ( T utrix). Expre` compctk the "n" â‚¬ tiuuor fuuction o42 Jd ! (Note: Jou could u Tery ~pxific idempotent Hatrix here). (3 poiuts) I the new etimator colsistent for B2 (3 poiuts) Asun k =% Docr thc for of tle &timantor simplify? poilta) Interpret all of Vour previous Fezults from # applicsl ~tand point . Wy ae the useful?

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