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3. [4 pts] Consider the full multivariate regression model Y = 3+R R ~ Nnxq(0, In 8 ER) where * is n x p and B is p x q. Show that, when the model M is this full model, the corrected Mallows' Co, as defined in lecture, reduces to an expression that depends only on n, p, and q (and not on Y or a). Also, find that expression, and simplify it as much as possible. [ Hints: What is Y - @/ for the full model? What is the expression for ER in terms of the least squares residual matrix? What is the trace of an identity matrix? ]