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Consider the multiple linear regression model y=X+,N(0,2I) where yRn.pdf

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Consider the multiple linear regression model: y=X+,N(0,2I) where yRn is the response vector, XRn(p+1) is the design matrix, Rn is the vector of random errors, and Rp+1 is the regression coefficient vector. Prove that the i th residual can be written as: ^i=i(j=1nhijj).

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Consider the multiple linear regression model: y=X+,N(0,2I) where yRn is the response vector, XRn(p+1) is the design matrix, Rn is the vector of random errors, and Rp+1 is the regression coefficient vector. Prove that the i th residual can be written as: ^i=i(j=1nhijj)

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