Question: 2. (12 points) Recall that e = Y Y is the n 1 vector of residuals. Show that Cov(eY ) = 2 H) and Cov(eY)

2. (12 points) Recall that e = Y Y is the n 1 vector of residuals. Show that Cov(eY ) = 2 H) and Cov(eY) =0, where 0 is the n n matrix of zeros

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