a Derive the following identity: SSE = n i=1 (yi yi) 2 = n i=1 (yi 0 1xi) 2 = n i=1 (yi
Chapter 11, Problem 11.15(choose chapter or problem)
a Derive the following identity: SSE = n i=1 (yi yi) 2 = n i=1 (yi 0 1xi) 2 = n i=1 (yi y) 2 1 n i=1 (xi x)(yi y) = Syy 1 Sxy . Notice that this provides an easier computational method of finding SSE. b Use the computational formula for SSE derived in part (a) to prove that SSE Syy . [Hint: 1 = Sxy/Sxx .]
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