Show that o2(X) is the best predictor of e given X: (a) Write down the mean-squared...

  

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Show that o2(X) is the best predictor of e given X: (a) Write down the mean-squared error of a predictor h(X) for e. (b) What does it mean to be predicting e? (c) Show that o2(X) minimizes the mean-squared error and is thus the best predictor. Show that o2(X) is the best predictor of e given X: (a) Write down the mean-squared error of a predictor h(X) for e. (b) What does it mean to be predicting e? (c) Show that o2(X) minimizes the mean-squared error and is thus the best predictor.

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To show that oX is the best predictor of e given X we need to demonstrate that oX minimizes the mean... View the full answer