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Real-World Applicationshard
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In a linear regression model through the origin yi=betaxi+epsiloniy_i = \\beta x_i + \\epsilon_iyi​=betaxi​+epsiloni​ (i=1,dots,ni = 1, \\dots, ni=1,dots,n), the error terms have zero mean and non-constant variances textVar(epsiloni)=sigma2xi2\\text{Var}(\\epsilon_i) = \\sigma^2 x_i^2textVar(epsiloni​)=sigma2xi2​. What is the Weighted Least Squares (WLS) estimator hatbetaWLS\\hat{\\beta}_{WLS}hatbetaWLS​?