(Consider the two-explanatory-variable linear-regression model, with variables written as vectors in mean deviation form (as in Section...
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(Consider the two-explanatory-variable linear-regression model, with variables written as vectors in mean deviation form (as in Section 10.4): y( ¼ B1x(
1 þ B2x(
2 þ
e. Let xð1Þ
and yð1Þ represent the residual vectors from the regression (i.e., orthogonal projection) of x(
1 and y(, respectively, on x(
2. Drawing the three-dimensional diagram of the subspace spanned by x(
1, x(
2; and y(, prove geometrically that the coefficient for the orthogonal projection of yð1Þ
onto xð1Þ is B1.
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Related Book For
Applied Regression Analysis And Generalized Linear Models
ISBN: 9781452205663
3rd Edition
Authors: By John Fox
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