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1. Consider the linear model Y - XB + , E ~ N(0,o'In). Let / be the least squares estimator of 3 and e be

1. Consider the linear model Y - XB + , E ~ N(0,o'In). Let / be the least squares estimator of 3 and e be the corresponding vector of residuals. Show that Cov(e, 3) = 0 and that Cov(e, 3) - ?X(X'X) 1

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