Question: pls show all steps (a) Consider the standard linear model y = XB + E and suppose that b_; is the least squares estimate obtained

pls show all steps

(a) Consider the standard linear model y = XB + E and suppose that b_; is the least squares estimate obtained by omitting the ith observation yi, that is, b_; = argming > (yj - (XB);)2. ifi Let yi i = (Xb_i)i be the ith fitted value for a model fitted without the ith observation. Define b, to be the least squares estimate based on the response data yx = (y1, . .., yi-1, yi,-i, yit1, . . ., yn). Prove that bx = b_;, that is, the linear model obtained from fitting all responses except the ith is the same as the one obtained from fitting the data y*

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