Use the delta method, with derivatives (14.22), to derive the asymptotic covariance matrix in (14.23) for residuals.
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Use the delta method, with derivatives (14.22), to derive the asymptotic covariance matrix in (14.23) for residuals. Show that this matrix is idempotent.
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Since the covariance matrix is idempotent we can read...View the full answer
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