Question: Exercise 6.9.6 Find E[y E (y|x)]2 in terms of the variances and covariances of x and y. Give a natural estimate of E

Exercise 6.9.6 Find E[y − ˆE (y|x)]2 in terms of the variances and covariances of x and y. Give a “natural” estimate of E



y − ˆE (y|x)

2

.

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