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Consider simple linear regression yi = 0 + 1xi + i. (1) Let zi = a+ bxi and yi = 0 + 1zi + i

Consider simple linear regression

yi = 0 + 1xi + i. (1)

Let zi = a+ bxi and

yi = 0 + 1zi + i . (2)

Show that the predicted values of the least-square estimators in (1) and (2) are identical for all xi and zi

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