Recall the slow convergence of steepest descent in Example 8.4. Compare this to the convergence of a Newton step with the incorrect Hessians  6 −2 −2 3  and  4 −1 −1 4  . Show that the variance of...

Recall the slow convergence of steepest descent in Example 8.4. Compare this to the convergence of a Newton step with the incorrect Hessians  6 −2 −2 3  and  4 −1 −1 4  .

Show that the variance of n/S(β)ˆ in multiple regression is 2γ 2 /n to terms of order n−1 (from 9.6.2).