最近读Bruce Hansen的econometrics这本书 里面这题回归相关的证明题 我怎麽想都想不出该怎麽下笔 不知道各位大神有没有人能分享解题方向的 Show that σ^2(X ) is the best predictor of e^2 given X : (a) Write down the mean-squared error of apredictor h(X) for e^2. (b) What does it mean to be predicting e^2? (c) Show that σ^2(X) minimizes the mean-squared error and is thus the best pr edictor. 拜托大家了 谢谢>< --

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