Inferential Statisticshard
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In a multiple linear regression Y=Xβ+ϵY = X\beta + \epsilon, if the variance-covariance matrix of the errors is Cov(ϵ)=σ2ΩCov(\epsilon) = \sigma^2 \Omega where ΩI\Omega \neq I, what is the Best Linear Unbiased Estimator (BLUE)?