Question: Consider a linear regression model with a constant term: yi = 1 + x i22 + x iKK + i , i = 1, ,

Consider a linear regression model with a constant term: yi = 1 + x i22 + x iKK + i , i = 1, , n Prove the following. (a) The least squares residuals sum to zero. (b) The mean of the fitted values from the regression equals the mean of the actual values. (c) 1 = y x2 2 xKK

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