(2)求随机误差项方差—协方差矩阵的估计量 2 In -b×1 k, n-81+1-k ∑⑧I=92⑵ 求随机误差项方差—协方差矩阵的估计量 e ( ) i i i in = e e e  1 2   ( )( ) ij i j i i j j n g k n g k =  − + − − + − e e 1 1   = (  )ij      I =