Suppose the first column of X is all 1s, so the regression equation has an intercept. (a)

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Suppose the first column of X is all 1’s, so the regression equation has an intercept.

(a) Show that 

i ei = 0.

(b) Does 

i ei = 0 help validate assumption (4)?

(c) Is 

i i = 0? Or is 

i i around σ

√n in size?

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