linear model problem

kevx

New Member
#1
I've done part a to part d. Now I'm stuck on part e and part f.

For part e, is the covariance matrix for OLS:
1/5 0
0 1/10
?

And for part f I'm totally lost for the var(beta,gls)/var(beta,ols) part.

Can anyone kindly give a hand please??


 
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