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Description 1. In multiple linear regression, x = (x+x)-'XT If the dimension of X is nX(m+1) (a) What is the dimension of X*, x*X and

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Description 1. In multiple linear regression, x = (x+x)-'XT If the dimension of X is nX(m+1) (a) What is the dimension of X*, x*X and XX*? (b) Prove that X*X = I (C) Let H = XX*, prove that HH = H and HT = H. 2: Complete the code for linear regression and multiple linear regression code. The notebook is in Homework folder

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