1. For a regression model y = XB + u where u is N(0, o²I), y is nx1 matrix, X is nxpmatrix, B is px1 matrix and u is nx1 matrix,a. derive the estimator for o? using the maximum likelihood methodb. khow that E(B) = B

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Answered: 1. For a regression model y = XB + u…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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1. For a regression model y = XB + u where u is N(0, o?I), y is nx1 matrix, X is nxp matrix, B is px1 matrix and u is nx1 matrix, a. derive the estimator for o? using the maximum likelihood method b. khow that E(B) = B