How can I prove that the distribution of estimated σ^2 (the distribution of the estimated variance of errors εi, in case of homoschedasticity) is equal to a chi-squared with n-2 df * σ^2/(n-2) ?
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Search our site [for more demonstrations](https://stats.stackexchange.com/search?q=cochran%27s+theorem+regression). – whuber Mar 26 '21 at 21:32