Use XXXXXXXXXXand XXXXXXXXXXto rewrite βb n = β + EX⊤(XX⊤) −1 , and show that render (8.19), whenever Σ is positive definite,            (Σ −1/2 ⊗ (XX⊤) 1/2 )(βb n − β) D→ MN (0, Ip ⊗ Iq).


Use (8.16) and (8.18) to rewrite βb n = β + EX⊤(XX⊤) −1 , and show that render (8.19), whenever Σ is positive definite,


           (Σ −1/2 ⊗ (XX⊤) 1/2 )(βb n − β) D→ MN (0, Ip ⊗ Iq).



May 23, 2022
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