Generalized Least Squares Method Y=Xb+8 k1…Xa)(b ⅩGeneralized Least Squares Method 11 1 0 1 1 12 2 1 2 1 1 1 , , , 1 k k n n kn k n X X b Y X X b Y X X b = + = = = = Y Xb ε Y X b ε