有限制條件的最小平方法
A researcher carries out an OLS regression and obtains
b1 5 3 1 1
b=[ b2 ] = [-4 ], s^2(X'X)^(-1) = [ 1 2 1 ],
b3 2 1 1 2
where s^2 is the OLS estimator of σ^2. Assume n = 53.
Using the above information, obtain the restricted least squares estimator b'
when β1 + β2 + β3 = 0
這個題目需要(X'X)^(-1)的information
但是我不知道該如何求出s^2再反推(X'X)^(-1)
煩請指教~謝謝~
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