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Inferential Statisticshard
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In a linear regression Y=Xβ+ϵY = X\beta + \epsilonY=Xβ+ϵ, if the errors are heteroscedastic such that Var(ϵ)=ΩVar(\epsilon) = \OmegaVar(ϵ)=Ω, what is the appropriate estimator for β\betaβ that accounts for this structure?