How to expand D(Y|X) integral idenity into sums of integrals.

Ieva

New Member
#1
Here is the identity: Screenshot 2021-02-13 at 19.03.17.png

When expanding it should be sums of integrals where one part is a variance of regression function and the other a variance about regression function. Excuse my English, I am not sure about the correct terminology.