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Problem #2 [18 points]: Consider a multiple linear regression with n=3 and p=0 (i.e. no EV!): 2 3 -1 0 X = Y = 12 3 E(Y) = -1 Var(Y) = -1 1 V3 0 0 (a) [6 points] Compute (X'X)" and show that (X'X)"'X'Y gives y = (y, + yz + y3)/3. (b) [6 points] Compute H =X(X'X)"X' and express Y'(I-H)Y in terms of yu, yz and y3. What is the value of E(Y' (I-H)Y)? (c) [6 points] Based on the fact that E(Y'AY)=E[tr(Y'AY)]=tr[AE(YY')], compute the value of E( Y' (I - H) Y)