What condition on and is necessary for the standard beta

ST 512 Week Seven Notes MaLyn Lawhorn September 25, 2017 and September 27, 2017 A Matrices An A matrix is used when considering a specific combination of the estimated parameters. For example, suppose we have a model with two regression variables. Our model then looks like iid 2 Yi= ▯ 0 ▯ x1+ 1i+ E2i i E i N(0;▯ ): Let’s say we wanted to estimate the response when 1 = 3 and x2= 7. This can be expressed as ▯0+ 3▯ +17▯ = 21 3 7]▯ ^ where A = [1 3 7]. Our estimate, then is A▯. We can find the expected value and the variance of A▯ as a mean estima