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Question 2 Suppose we are given the data X1:X2:Y:x11x12y1x21x22y2xn1xn2yn Consider the
linear transformation Z=cY+d with c=0. Then the observation for Z is zi=cyi+d for i=1,,n. Consider
the following linear regression: - yi=0+1xi1+2xi2+ei, with the R2 statistic denoted as Ry2 i - zi=0+1
xi1+2xi2+i, with the R2 statistic denoted as R22. Show that Ry2=R22.

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  • 1. Question 2 Suppose we are given the data X1:X2:Y:x11x12y1x21x22y2xn1xn2yn Consider the linear transformation Z=cY+d with c=0. Then the observation for Z is zi=cyi+d for i=1,,n. Consider the following linear regression: - yi=0+1xi1+2xi2+ei, with the R2 statistic denoted as Ry2 i - zi=0+1 xi1+2xi2+i, with the R2 statistic denoted as R22. Show that Ry2=R22.