Let e = Y X IVLS be the residuals from IVLS. True or false, and explain:

Let e = Y − Xβˆ

IVLS be the residuals from IVLS. True or false, and explain:

(a)

i ei = 0.

(b) e ⊥ X.

(c) Y 2 = Xβˆ

IVLS2 + e2.

(d) σˆ 2 = e2/(n − p).