Question: Prove Theorem 8.2, that is, E ecls j X , under the assumptions of the linear regression regressionmodel and (8.1). (Hint: Use

Prove Theorem 8.2, that is, E

£ e¯cls j X

¤

Æ ¯, under the assumptions of the linear regression regressionmodel and (8.1). (Hint: Use Theorem 8.1.)

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