Question: Let Mi be the perpendicular projection operator onto C(Xi ), i = 1,2. Show that the perpendicular projection operator onto C(Z) is Mz = [~l

Let Mi be the perpendicular projection operator onto C(Xi ), i = 1,2. Show that the perpendicular projection operator onto C(Z)

is Mz = [~l ~2]'

Show that SSE(Z) = SSE(XI) + SSE(X2 ), where SSE(Xi ) is the sum of squares for error from fitting Yi = Xi/3i + ei, i = 1,2.

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