1. Use the variance of linear functions to derive Var( W ), equation 12.21. 2. Use the variance of linear functions to derive Var( ∗ ), equation 12.24. 3. Derive Var( ) when ordinary least squares is...

1. Use the variance of linear functions to derive Var(

_W), equation 12.21.

2. Use the variance of linear functions to derive Var(
^∗), equation 12.24.

3. Derive Var() when ordinary least squares is used to estimate β but where Var(ϵ) ≠ Iσ², equation 12.48.

May 13, 2022

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