'Show that the correlation between the least-squares residuals Ei and the response-variable values Yi is 1 ...
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'Show that the correlation between the least-squares residuals Ei and the response-variable values Yi is 1 " R2 p . [Hint: Use the geometric vector representation of multiple regression (developed in Chapter 10), examining the plane in which the e; y'; and by ' vectors lie.]
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Applied Regression Analysis And Generalized Linear Models
ISBN: 9781452205663
3rd Edition
Authors: By John Fox
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