X is an nx3 matrix where the first column is all ones, the second column is X1 and the third column is X2. is a 3x1 vector containing the values 0, 1, 2. Y is an nx1 vector You estimate the regression using OLS and that produces both of , and a vector of residuals r where an estimate r= YX Now suppose you were to estimate the regression r= 0 + 1X1 + 2X2 + Using matrix algebra, prove that 0 = 1 = 2 = 0