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Variance in Multiple Regression Analysis by api-465329396 is a document available to read on EtoBox.

(1) The formula for the variance of predictions for data outside the sample (Var(Y0 - Ŷ0)) is larger than the variance of predictions for data inside the sample (Var(Yi - Ŷi)). (2) The variance of predictions increases for data outside the sample compared to inside because data outside does not influence the regression coefficients in the same way. The covariance between inside data and coefficients leads to lower variance for inside predictions. (3) In summary, the variance of errors is expected to be s

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