Question: 3. Consider the following partially linear model, Yi = Bo + BIX, + B2X,)+ ...+ B X,+ g(X, +)) + E;. Suppose that we know

3. Consider the following partially linear model, Yi = Bo +

3. Consider the following partially linear model, Yi = Bo + BIX, "+ B2X,")+ ...+ B X,+ g(X, +)) + E;. Suppose that we know __ g(X,)) = 0. Fixing g we find the least square solution to Bo, B1, B2, . . ., Be, and call the estimates Bo, B1, B2, . .., Be. Prove that n n [( Bo + [ B,X") = Lyi i=1 j=1 i=1

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