(c) [4 marks] Consider the expectation of the difference between the estimator of o obtained in lectures for the proposed model, y T (I - Xp(Xp Xp) 1Xp )y n - P and the true error variance o. By using the results stated in lectures about the expected value of a quadratic form y Ay, show that (n - P)E(82 - 2) = BJ XJ (I - Hp) Xr Br. (d) [2 marks] From parts (b) and (c), deduce that an unbiased estimator of n Bias-(yi) 02 is (n - p) (82 -2 ) 02 and hence explain why Mallows' Cp criterion (1) is justified