Question: +Derive Equations 6.12 by multiplying Equation 6.11 through by each of X1 and X2. (Hints: Both X1 and X2 are uncorrelated with the regression error

+Derive Equations 6.12 by multiplying Equation 6.11 through by each of X1 and X2. (Hints: Both X1 and X2 are uncorrelated with the regression error ε. Likewise, X2 is uncorrelated with the measurement error δ. Show that the covariance of X1 and δ is simply the measurement error variance σ2

δ by multiplying X1 ¼ τ þ δ through by δ and taking expectations.)

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