2. The OLS estimator for B is b = (X'X)-'X'y. Show that b=B+ (X'X)-'X' Hint: substitute y = XB + e into the normal equat
Posted: Sun Oct 03, 2021 3:27 pm
2. The OLS estimator for B is b = (X'X)-'X'y. Show that b=B+ (X'X)-'X' Hint: substitute y = XB + e into the normal equation.