need asap !! proof with calculations. Consider the linear model X=Z+.pdf

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need asap !! proof with calculations. Consider the linear model X=Z+, where Z is a known np matrix, is a p-vector of unknown parameters, and =(1,,n) with independent and identically distributed 1,,n having E(i)=0 and Var(i)=2. Let Zi be the ith row of Z,Xî=Zi^,^ be the LSE of , and hiZi(ZZ)Zi. (i) Show that for any >0, P(XîEXî)min{P(i/hi),P(i/hi)}. (ii) Show that XîEXîp0 if and only if limnhi=0..

$need asap !! proof with calculations. Consider the linear model X=Z+, where Z is a known np matrix, is a p-vector of unknown parameters, and =(1,,n) with independent and identically distributed 1,,n having E(i)=0 and Var(i)=2. Let Zi be the ith row of Z,Xî=Zi^,^ be the LSE of , and hiZi(ZZ)Zi. (i) Show that for any >0, P(XîEXî)min{P(i/hi),P(i/hi)}. (ii) Show that XîEXîp0 if and only if limnhi=0.$

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