Consider the following for the next two (02) items: Let the regression model be given by Yi = ibeta + ui; i = 1, 2, 3 where ui's are independent random variables with E(ui) = 0 and V(ui) = isigma^2 for all i. The variance-covariance matrix of the best linear unbiased estimator of beta is given by:

Q64Section I (Objective (Q1–Q80))64 of 80

Linear Models — variance of the BLUE

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 variance-covariance matrix of the best linear unbiased estimator of $\beta$ is given by:

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