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Inferential Statisticshard
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In a multiple linear regression Y=Xβ+ϵY = X\beta + \epsilonY=Xβ+ϵ, if the variance-covariance matrix of the errors is Cov(ϵ)=σ2ΩCov(\epsilon) = \sigma^2 \OmegaCov(ϵ)=σ2Ω where Ω≠I\Omega \neq IΩ=I, what is the Best Linear Unbiased Estimator (BLUE)?