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2. Starting with TSS y = [u i + ( y i y )] 2 , prove that for any least squares line, TSS y
2. Starting with TSSy = [ui + (yi y)]2, prove that for any least squares line,
TSSy = ESS + RSS.
Does the result hold for lines other than least squares? How do you know?
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Economics Today The Macro View
Authors: Roger LeRoy Miller
19th Edition
0134478762, 978-0134478760
