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Write Down,in General,the Variance-Covariance Matrix for the Multiple Regression Error

Question 18

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Write down,in general,the variance-covariance matrix for the multiple regression error term U.Using the assumptions cov(ui,uj|XiXj)= 0 and var(ui|Xi)= Write down,in general,the variance-covariance matrix for the multiple regression error term U.Using the assumptions cov(ui,uj|XiXj)= 0 and var(ui|Xi)= .Show that the variance-covariance matrix can be written as In. .Show that the variance-covariance matrix can be written as Write down,in general,the variance-covariance matrix for the multiple regression error term U.Using the assumptions cov(ui,uj|XiXj)= 0 and var(ui|Xi)= .Show that the variance-covariance matrix can be written as In. In.

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(var-cov)( blured image |X)= E( ...

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