Question: Exercise 12.6a Show that E[e2 i /(1 mii )] = 2 under a standard linear model. Justify the BreuschPagan/CookWeisberg approach when applied to the

Exercise 12.6a Show that E[ˆe2 i /(1 − mii )] = σ2 under a standard linear model.

Justify the Breusch–Pagan/Cook–Weisberg approach when applied to the squares of the standardized residuals.

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