Exercise 2.11.8 Use Theorem 2.2.4 and its proof to show that there is a unique least squares
Question:
Exercise 2.11.8 Use Theorem 2.2.4 and its proof to show that there is a unique least squares estimate in C(X
), say ˆ β0, and that all other least squares estimates are obtained by ˆ β = ˆ β0 + v for some v ⊥ C(X
).
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