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3. (Decomposition - 15) Consider a multiple linear model Y ~ N(XB, 62Inxn) with intercept. That is, the first column of X is 1, thus
3. (Decomposition - 15) Consider a multiple linear model Y ~ N(XB, 62Inxn) with intercept. That is, the first column of X is 1, thus we have e?1 = >_, e; =0. Prove SSR corrected = (Y - Ynxi ) ?(Y - Ynx1) = PTY - ny2, where Y nx1 is a vector with all entries as Y
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