Question: Consider the multiple linear regression model y = XB + e. Show that the least squares estimator can be written as 3 = 3+Re, where

Consider the multiple linear regression model y = XB + e. Show that the least squares estimator can be written as 3 = 3+Re, where R = (XX) ' XT. Hint: Start with 3 = (XTX) XTy

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