Question: (Let di = yi [U + B1 (xi U)]. Show that for regression estimation, As in Exercise 21, show that is small compared

(Let di = yi ˆ’ [U + B1 (xi ˆ’ U)]. Show that for regression estimation,
d;(x; – šu) N – 1 Σ ElFreg - yu] 1-n/N n S? i=1

As in Exercise 21, show that

(Let di = yi ˆ’ [U + B1 (xi ˆ’

is small compared to MSE[reg], when n is large.

d;(x; u) N 1 ElFreg - yu] 1-n/N n S? i=1

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