Question: Consider fitting a multiple regression with two explanatory variables: b Y = A + B1x1 + B2x2, where x1 and x2 are uncorrelated. (a) Find

Consider fitting a multiple regression with two explanatory variables:

b Y = A + B1x1 + B2x2,

where x1 and x2 are uncorrelated.

(a) Find the least squares estimates A, B1 and B2.

(b) Show that

RegSS = dY

TY,

= B2

1x

1 Tx

1 + B2

2x

2Tx

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