Consider the residuals 1,..., n defined in Section 11.3.4 by i = Yi - - xi. (a)
Question:
(a) Show that Ei = 0.
(b) Verify that
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Var ê, = Var Y + Var â + Var 8-2Cov(Y, à) - 2z,Cov(Y, 3) + 2z.Cov(â, ).
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