*Consider the model Yi 0 1xi1 2xi2 i. Show that the matrix V(1 11 (see Equation 9.16 on page 218) for

*Consider the model Yi ¼ β0 þ β1xi1 þ β2xi2 þ εi. Show that the matrix V(1 11

(see Equation 9.16 on page 218) for the slope coefficients β1 and β2 contains mean deviation sums of squares and products for the explanatory variables; that is, V(1 11 ¼

Px*2 i1 Px*

i1x*

P i2 x*

i1x*

i2 Px*2 i2

$ %

Now show, more generally, for the model Yi ¼ β0 þ β1xi1 þ###þ βk xik þ εi, that the matrix V(1 11 for the slope coefficients β1; ... ; βk contains mean deviation sums of squares and products for the explanatory variables.