(Prove that when the least-squares residuals are transformed according to the equation z = Ge, where the n & k & 1 · n transformation matrix G is orthonormal and orthogonal to X, the transformed residuals z have the following properties: z = Gy, EðzÞ = 0; and VðzÞ = σ2

ε In&k&1. (See Section 10.3.)