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Q50Section I (Objective (Q1–Q80))50 of 80

Linear Models & Regression — residual projection of the design matrix itself

In a linear model Yn×1=Xn×pβp×1+en×1Y_{n\times1}=X_{n\times p}\beta_{p\times1}+e_{n\times1} with usual assumption, if P=X(X′X)−X′P=X(X'X)^{-}X', then (In−P)X(I_n-P)X is equal to

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