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The question is shown in the picture Question 3 We've shown what happens when a predictor is constant. What about the outcome? Consider the following

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Question 3 We've shown what happens when a predictor is constant. What about the outcome? Consider the following regression model, E(Y|X) = r30 + x. a) Assume Y = 0 for all observations. Derive [in and 31, as well as 13'. b) Next, assume Y = c for all observations. Derive [in and 5'1, as well as 17'. C) The result for part b) generalizes to multiple predictors. Use this result to show that 221:1 h = 1, that is, the sum of each row of the hat matrix sums to 1. (Hint: What is 37"?)

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