Let where the ei are i.i.d. random variables with mean 0 and variance while the ci, known as regression constants, are not all equal. Obtain the LSE of the parameters as well as an expression for...

Let

where the ei are i.i.d. random variables with mean 0 and variance

while the c_i, known as regression constants, are not all equal. Obtain the LSE of the parameters

as well as an expression for their covariance matrix.