2. Show that under the linear regression model with assumptions (i) to (iv) and (v) the unweighted squared error risk of the sample variance ay2 is given by P XXXXXXXXXXy2 ) 2a2 — n — 1 (0r2 + 2b) +...

2. Show that under the linear regression model with assumptions (i) to (iv) and (v) the unweighted squared error risk of the sample variance ay2 is given
by P(021 5-..y2 )
2a2 — n — 1 (0r2 + 2b) + b2
where b = E(Sy)-0-2 = 7113'X'CX0 is the bias of Q,2 and C = In- *1,21n is the centering matrix.