Question: Consider a multiple linear regression problem y = X+ and let = X , e = y , SST= (yi y )2, SSE=e2 = (yi

Consider a multiple linear regression problem y = X+ and let = X , e = y , SST= (yi y )2, SSE=e2 = (yi i)2, SSR=SSTSSR.....

Problem 7.2 Consider a multiple linear regression problem y = X [3+5 and let ii = X a, e = y, SST = 2(a- m2, SSE = Hell2 = 3m M, SSR = SST SSR z" i Show the following three equivalent expressions for SSR SSR '3 (piW '2 BTXTyny2 '2 BTXTxny2. - Note that the expression SSR = 21-01; m2 shows that 211(96 .732 = EM- 3'32 + Zz-(yi 1102 also holds in the multiple regression setting

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