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2. For the Linear Model Y-XB+c, define Y, X, ß, and

(a) Find the least squares estimator of B. (b) Find the mean, variance, and distribution of your least squares estimator from part (a).1 (c) Find the estimator of o². (d) Find the formulas for SST, SSM, and SSE for this particular model. (e) Give the ANOVA Table for this particular model. (f) Determine the appropriate null and alternative hypotheses for this particular model using the F-test statistic from the ANOVA Table.

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