Change in the sum of squares. Suppose that b is the least squares coefficient vector in
Chapter 3, Problem 2(choose chapter or problem)
Change in the sum of squares. Suppose that b is the least squares coefficient vector in the regression of y on X and that c is any other K 1 vector. Prove that the difference in the two sums of squared residuals is (y Xc) (y Xc) (y Xb) (y Xb) = (c b) X X(c b). Prove that this difference is positive.
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