(Let di = yi [U + B1 (xi U)]. Show that for regression estimation, As...
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![d;(x; – šu) N – 1 Σ ElFreg - yu] 1-n/N n S? i=1](https://dsd5zvtm8ll6.cloudfront.net/si.question.images/image/images9/627-M-S-S-D(2419)-1.png)
As in Exercise 21, show that
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is small compared to MSE[reg], when n is large.
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