Question: (2 points) Show that nding the Optimal estimator 9 by solving the normal equa- tions is equivalent to requiring that the residual vector 6 :

(2 points) Show that nding the Optimal estimator 9 by solving the normal equa- tions is equivalent to requiring that the residual vector 6 : Y X6 should average to zero, and should be orthogonal to X ,- (i.e., should have zero dot product with Xj) for every j, that is, show that and XTe are0 j E: 2,2 z i for all j : 1, . . . , p. That is, the equations above are the same as the normal equations, just translated to summation notation rather than matrix notation
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