Question: For the constrained least squares problem let A be the Lagrange multiplier. Show that SSE. - SSE aX [var(A)]A, where SSE. is the constrained

For the constrained least squares problem let A be the Lagrange multiplier.

For the constrained least squares problem let A be the Lagrange multiplier. Show that SSE. - SSE aX [var(A)]A, where SSE. is the constrained error sum of squares and SSE is the error sum of squares %3D when there are no constraints.

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