[Econometrics: Variance of Least Squares Estimator] I can not understand the following equation transformation. For any
Posted: Sun Jul 10, 2022 10:52 am
[Econometrics: Variance of Least Squares Estimator]
I can not understand the following equation transformation.
For any matrixA=A(X),
var[A'Y|X]=var[A'e|X]
whereY=Xβ+e.
I can not understand the following equation transformation.
For any matrixA=A(X),
var[A'Y|X]=var[A'e|X]
whereY=Xβ+e.