Question: Write an R function that takes the vector Y and matrix X as input then calculates and returns each the followingcomponents: the least squares estimates

Write an R function that takes the vector Y and matrix X as input then calculates and returns each the followingcomponents:

  • the least squares estimates of the regressioncoefficients
  • the variance-covariance matrix of the least squaresestimates
  • the correlation between the two regressioncoefficients
  • the vector of predicted values X(X'X)-1X'Y =HY
  • the vector of residuals (I- X(X'X)-1X')Y =(I-H)Y.

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