Question: Consider the residuals 1,..., n defined in Section 11.3.4 by i = Yi - - xi. (a) Show that Ei = 0. (b) Verify that

Consider the residuals 1,..., n defined in Section 11.3.4 by i = Yi - - xi.
(a) Show that Ei = 0.
(b) Verify that

Var ê, = Var Y + Var â + Var 8-2Cov(Y, à) - 2z,Cov(Y, 3) + 2z.Cov(â, ).

Var , = Var Y + Var + Var 8-2Cov(Y, ) - 2z,Cov(Y, 3) + 2z.Cov(, ).

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