Prove that in the model y1 = X11 + 1, y2 = X22 + 2, generalized least squares is
Chapter 14, Problem 4(choose chapter or problem)
Prove that in the model y1 = X11 + 1, y2 = X22 + 2, generalized least squares is equivalent to equation-by-equation ordinary least squares if X1 = X2. Does your result hold if it is also known that 1 = 2?
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