y11 y12 e11 e21 e22 e11 e12 N0, a 1 0.5 0.5 1 independent of (21N...
y11 y12 e11 e21 e22 e11 e12 N0, a 1 0.5 0.5 1 independent of (21N (0, 2o2T) e22 a) (15 pts.) Derive a simple, non-matrix formula for 3, the best linear unbiased estima- tor of ? for this model. (Hint: Use generalized least squares.)