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Can someone please work out solutions to these questions. 3. Suppose Y = n + E where &i ~N(0, o2) and let X be a

Can someone please work out solutions to these questions.

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3. Suppose Y = n + E where &i ~N(0, o2) and let X be a n x p matrix with linearly independent columns. Let RSS(y ) = lly - X(XTX) -1 xTyl/2. (a) If the model n = XS holds, then state (without proof ) the value of E(RSS(Y) ). (b) Show that E(RSS(Y - n)) = (n -p)o2 irrespective of whether the model n = X/ holds. (c) Hence show that E(RSS(Y)) = (n - p)o2 + RSS(n). Hint: Consider RSS(Y) = RSS(Y - n + ).] (d) Use this fact to motivate Mallow's Cp criterion

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