Ononot — In a multiple regression model Y = X\beta + \epsilon, if the

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Inferential Statisticshard

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In a multiple regression model $Y = X\beta + \epsilon$ , if the errors are heteroscedastic such that $Var(\epsilon) = \Omega$ where $\Omega$ is a known diagonal matrix, what is the best linear unbiased estimator (BLUE) for $\beta$ ?