Question: . Consider a multiple linear regression model for (y,X), a) [2] Show that y=X+e. B B+(X'X)'X'e. b) [2] Recall that the hat matrix is

. Consider a multiple linear regression model for (y,X), a) [2] Show that y=X+e. B B+(X'X)'X'e. b) [2] Recall that the hat matrix is II = X(X'X) X', show that the non-centred regres- sion sum of squares (SSR) can be written as SSR * = y'Hy. c) [2] Show that the estimated residuals =y- can be written as = (I-H)e. 1,329 x 493

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