Question: Using the normal equations for a linear model, show that SSE decomposes into (y X????) T(y X????) = yTy ????TXTy. Thus, for

Using the normal equations for a linear model, show that SSE decomposes into (y − X????̂)

T(y − X????̂) = yTy − ????̂TXTy.

Thus, for nested M1 and M0, explain why SSR(M1 ∣ M0) = ????̂T 1XT 1 y − ????̂T 0XT 0 y.

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