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

question 18

Essay

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.

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Definitions:

Generics

A feature in programming languages, like Java, that allows classes and methods to operate on objects of various types while providing compile-time type safety.

Program Running

The state of a computer program when it is being executed by the computer.

ArrayList

A resizable array implementation in the Java Collections Framework.

Array Square-Bracket Notation

A common syntax used to access elements of an array, where the index of the desired element is placed within square brackets immediately following the array name.