Question: Referring to Example 17.2, with the design matrix X X(XX)X denote the Hat matrix, and define H, (JX2), let. H-(1/N)U. H. Use Cochran's theorem to

Referring to Example 17.2, with the design matrix X X(XX)X denote the Hat matrix, and define H, (JX2), let. H-(1/N)U. H. Use Cochran's theorem to determine the joint distribution of the quadratic forms 91= 42 = (-H,) Show that aq, N- =

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