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Inferential Statisticshard
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In a linear model Y=Xβ+ϵY = X\beta + \epsilonY=Xβ+ϵ, if the variance-covariance matrix of the errors is Var(ϵ)=Ω≠σ2IVar(\epsilon) = \Omega \neq \sigma^2 IVar(ϵ)=Ω=σ2I, what is the Best Linear Unbiased Estimator (BLUE) for β\betaβ?