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

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Inferential Statisticshard

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In a multiple regression $Y = X\beta + \epsilon$ , if the variance-covariance matrix of the errors is $\sigma^2 V$ where $V \neq I$ , what happens to the standard OLS estimator $\hat{\beta} = (X^T X)^{-1} X^T Y$ ?