Question: Exercise 6.9 LetMi be the perpendicular projection operator ontoC(Xi), i=1, 2. Show that the perpendicular projection operator onto C(Z) is MZ = M1 0

Exercise 6.9 LetMi be the perpendicular projection operator ontoC(Xi), i=1, 2.

Show that the perpendicular projection operator onto C(Z) is MZ =



M1 0 0 M2


.

Show that SSE(Z) = SSE(X1)+SSE(X2), where SSE(Xi) is the sum of squares for error from fitting Yi = Xiβi+ei, i = 1, 2.

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