a. Show that the normal equations are equivalent to X'e = 0. b. Use part (a) to
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a. Show that the normal equations are equivalent to X'e = 0.
b. Use part (a) to prove the ANOVA identity SST = SSE + SSR by showing that (ŷ - y̅)'e = 0. Part (a) also implies that each row of X' is orthogonal to e; in particular, the first column of X, a column of n 1’s, satisfies 1′e = 0.
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a To show that the normal equations are equivalent to Xe 0 well start by writing the normal equations for a simple linear regression model The normal ...View the full answer
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Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9783030551551
3rd Edition
Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton
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