13. Consider the regression model Y, = f(c;) + 6, where the covariate is r; ER, f(x) = a + Bx, and the errors are independent and identically distributed (i.i.d.) satisfying E(6) =0 and Var(6) = 02. Note that, the ordinary least square (OLS) estimates are a = Y - BE, and Cri - I) Yi B = 1=1 Z(Ti - I)2 i=1 (i) Determine hii, for i = 1, ..., n, the diagonal elements of the hat matrix. (ii) Determine the leave-one-out cross-validation, LOOCV, score for this model? (iii) Determine the generalized cross-validation, GCV, score for this model