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4. (Matrix Identity 2 - 20) Suppose a multiple linear model Y = XB + E, E ~ N(0, 62 Inxn). X E Rnxp has

4. (Matrix Identity 2 - 20) Suppose a multiple linear model Y = XB + E, E ~ N(0, 62 Inxn). X E Rnxp has rank p. (a) The uncorrected SSR is SSRun = CRY? = YTY. Express it in terms of Y and hat matrix H. (b) (15points) Find E(SSRun)

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