Consider two full rank linear models y = X 1 1 + l and y

Consider two full rank linear models y = X ₁ γ ₁ + ε _l and y = X _β + ε ₂ , where all predictors in the first model (γ ₁ ) are also contained in the second model (β). Show that the SS _Res for the first model is at least the SS _Res for the second model.

Answer rating: 100% (QA)

SS Res 1 iI H 1 Where H 1 x 1 x 1 1 x 1 1 x 1 1 and SS res 1 ... View the full answer