Question: Question 3 Consider the multivariate linear regression model that is described in Turkington (2007, p. 71- 72.) y = XB+u The ordinary least squares estimator

Question 3 Consider the multivariate linear regression model that is described in Turkington (2007, p. 71- 72.) y = XB+u The ordinary least squares estimator (OLS) of the vector of coefficients B is B = (X'X ) - 3x'y The prediction errors (residuals) are: e =y -y =y- xB=y - X(X'X) 'X'y = y- Ny = (1-N)y = My Please represent the sum of squared prediction errors e'e as a quadratic form of the random errors u

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