Question: 2. (7 points) In Lecture 13, we viewed both the simple linear regression model and the multiple linear regression model through the lens of linear

2. (7 points) In Lecture 13, we viewed both the
2. (7 points) In Lecture 13, we viewed both the simple linear regression model and the multiple linear regression model through the lens of linear algebra. The key geometric insight was that if we train a model on some design matrix X and true response vector Y, our predicted response I? 2 X6? is the vector in spanQ) that is closest to if. T In the simple linear regression case, our optimal vector 6 is El 2 [91}, 63:1 , and our design matrix is This means we can write our predicted response vector as I? = X [01 , and also as 1 if = {.3311 + le. Note, in this problem, 53' refers to the 11-1th vector [3.71, mg, ..., xan. In other words, it is a feature, not an observation. For this problem, assume we are working with the simple linear regression model, though the properties we establish here hold for any linear regression model that contains an intercept term. (a) (3 points) Using the geometric properties from lecture, prove that 21;, e, = 0. Hint: Recoil, we dene the residual vector as e = Y Y, and e = [81,82, ..., en]T

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