Question: Return to exercise 12.10, where we prove that (a) Explain why all parts of that exercise, with the exception of part d, hold without modification

Return to exercise 12.10, where we prove that

R=COV (y,, ).

(a) Explain why all parts of that exercise, with the exception of part

d, hold without modification when we have k rather than two explanatory variables.

(b) Use equations (14.3) and (14.4) to prove that, in the general multivariate case,

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R=COV (y,, ).

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