Q63Section I (Objective (Q1–Q80))63 of 80

Linear Models — BLUE under heteroscedastic errors

Consider the following for the next two (02) items: Let the regression model be given by $Y_i = i\beta + u_i$ ; $i = 1, 2, 3$ where $u_i$ 's are independent random variables with $\mathbb{E}(u_i) = 0$ and $V(u_i) = i\sigma^2$ for all $i$ . The best linear unbiased estimator of $\beta$ for this model is given by:

Pick an option to check your answer. In a mock test a wrong answer here costs 0.83 mark.

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