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Thread: cross term

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    cross term




    The book says that the following cross term can be shown to be zero by iterating the expectation:

    E[(Y-E(Y|X))(E(Y|X)-g(X))].

    What does it mean "to iterate the expectation"?

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    Re: cross term


    e[e[x|y]] = e[x]
    I don't have emotions and sometimes that makes me very sad.

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