a.Obtain the β hat and I-P,
verify that C' (β hat) - d = ( 6Y1 + 33Y2 + 57Y3 ) / 243,
C' (X'X)-1 C = 2/27,∂2 = y' (I-P) y.
b.Explain how you will find the 95% C.I.for β1 - β2?
( No calculations necessary)
Reference:
Title:A First Course in Linear Model Theory
Author:Nalim Ravishankar & Dipak K.Dey
Publisher:Chapman & Hall / CRC