I have an assignment with part of the question asking me to determine the OLS estimate of Beta given the conditions that
where is non-stochastic and of rank
I have to take the case and the matrix X has the form where there are 1's in the first column with the rest 0's and 1's in the second column with the rest 0's and with (i.e. each row has a 1 and 0 in it, with the 1 in the first column for the first r rows and in the second column for the last s rows).
This leaves the column vector . As I said I must determine the OLS estimate of in this case. Help?