Question: To fit the linear model (y=X beta+epsilon), Newton's method leads to the normal equations in one step, and the solution to the normal equations is

To fit the linear model $y=X \beta+\epsilon$, Newton's method leads to the normal equations in one step, and the solution to the normal equations is the solution to the optimization problem. Show that the Gauss-Newton method for the linear least squares problem is the same as Newton's method.

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