Question: (Subsample Variance) Suppose that you want to estimate the variance 2 with a subsample of the observations n = 1,..., N 1 XB. is

(Subsample Variance) Suppose that you want to estimate the variance σ2 with a subsample of the observations n = 1,..., N1

(y)(-) N-tr[(XX) *XX]

XB. is an unbiased estimator under the where yyy,' and =l...AN, assumptions of Proposition 6. (HINT: Use the results of Exercise 8.8.)

(y)(-) N-tr[(XX) *XX]

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