Find a least squares estimator of the vector of parameters

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Reference no: EM132278896

Question - Theory of Linear Models

Consider the model

Y_ij = μ + τ_i + ε_ij,

where i = 1, 2, j = 1, . . . , n_i, τ₁ + τ₂ = 0, E(ε_ij) = 0, V(ε_1j) = σ², V(ε_2j) = 4σ² and all ε_ij are independent.

1. Show how this can be written in the form of the general linear model.

2. If all n observations have i = 2, find a least squares estimator of the vector of parameters β.

3. For the setup in part 2, show that τ₂ is not estimable.

4. For the setup in part 2, show that μ + τ₂ is estimable.

Reference no: EM132278896

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