16.19 Let E1, ..., En be i.i.d. N(0, o2) and suppose Yi = a + xi tei, 15 i

... E be i.i.d. N (0, 02) and suppose Yi a + i + i, 1 16.19 Let 1, , n i n. Suppose also that all Ci's are not equal, and set = Ein_l mi. We define regression residuals to be i = - A - BCi, where A and B are given in (16.16). a) Show that E{i} = 0, 1 i n b) * Show that 2 Var (t) n