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Linear Modelinghard
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If a regression model Y=β0+β1X+ϵY = \beta_0 + \beta_1 X + \epsilonY=β0​+β1​X+ϵ is estimated using Weighted Least Squares (WLS) with weights wi=1/σi2w_i = 1/\sigma_i^2wi​=1/σi2​ where σi2=Var(ϵi)\sigma_i^2 = Var(\epsilon_i)σi2​=Var(ϵi​), what is the primary objective?