Consider the multiple regression model y = xβ+∈. the gauss-markov conditions hold.
answer the...
Mathematics, 08.11.2019 03:31 Crxymia
Consider the multiple regression model y = xβ+∈. the gauss-markov conditions hold.
answer the following questions:
a. show that the least-squares estimates can be expressed in the form 
= β +a∈. what is a? show that the fitted values can be expressed as 
= β + what is b?
b. show that the error sum of squares can be expressed as  \epsilon)
.
c. show that e'x = 0.
d. show that 
= 0
Answers: 2
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