# Statistics: Generalized Least Squares

### From MathWiki

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### Visualizing information on β_{1}

The information on β_{1} is
which is maximized for fixed *X*_{1} and Σ when *X*_{2} is conjugate to *X*_{1} in the sense that
.

[edit]

The information on β_{1} is
which is maximized for fixed *X*_{1} and Σ when *X*_{2} is conjugate to *X*_{1} in the sense that
.