Question: Let MSE = SSE be the mean squared error (where n-p SSE = Y (I - H)Y ) arising from a multiple linear regression model

Let MSE = SSE be the mean squared error (where n-p SSE = Y (I - H)Y ) arising from a multiple linear regression model with p parameters and normal errors. 1. Show that E[MSE] = 02. 2. Derive an expression for Var ( MSE)

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