ABSTRACT

In Chap. 9 we introduced the standard linear model y = X β + ε E ( ε ) = 0 E ( ε ε ′ ) = σ 2 I n https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780203748923/a6b92606-1b5b-4bf2-bc51-ca8dfd20fd64/content/eq771.tif"/>