Consider the general linear model Y = 0 + 1x1 + 2x2 ++ k xk + , where E() = 0 and V() =
Chapter 11, Problem 11.71(choose chapter or problem)
Consider the general linear model Y = 0 + 1x1 + 2x2 ++ k xk + , where E() = 0 and V() = 2. Notice that i = a , where the vector a is defined by aj = $ 1, if j = i, 0, if j = i. Use this to verify that E(i) = i and V(i) = cii2, where cii is the element in row i and column i of (X X)1
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