Question: Please help with this regression analysis problem, preferably in R :) Q2. (10 pts) Show that the hat matrix satisfies the following two properties: (a)

 Please help with this regression analysis problem, preferably in R :)

Please help with this regression analysis problem, preferably in R :)

Q2. (10 pts) Show that the hat matrix satisfies the following two

Q2. (10 pts) Show that the hat matrix satisfies the following two properties: (a) HX = X; (b) HH = H. Furthermore, calculate H(I - H) and (I - H) (I - H)

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