Question: (Extending the previous exercise, now consider the more general model y( B1x( 1 B2x( 2 ''' Bkx( k e. Let x1 and

(Extending the previous exercise, now consider the more general model y( ¼ B1x(

1 þ B2x(

2 þ'''þ Bkx(

k þ

e. Let xð1Þ and yð1Þ represent the residual vectors from the projections of x(

1 and y(, respectively, onto the subspace spanned by x(

2; ... ; x(

k . Prove that the coefficient for the orthogonal projection of yð1Þ onto xð1Þ is B1.

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