a. Show that the vector of residuals is orthogonal to
Chapter , Problem 19(choose chapter or problem)
Assume that the columns of \(\mathbf{X}, \mathbf{X}_1, \ldots, \mathbf{X}_p\), are orthogonal; that is, \(\mathbf{X}_i^T \mathbf{X}_j=0\), for \(i \neq j\). Show that the covariance matrix of the least squares estimates is diagonal.
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