MAST30025 Semester 1, 2015 Question 1 (12 marks) Consider the linear model yi=a+mi+q, i=1,...,n, where the 6%- are i.i.d. N(0, a2). (a) Write the model in matrix form (b) Write down the normal equations and explain two ways they can be obtained (you do not have to derive them). (0) Show that for this model we have A 1 2 a W (mgrgags) i ((1) Show that if $1- : ZZ- sci then the ith observation has leverage 1