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Competitive Stats
Q164Section III (Statistics)164 of 190

Regression SS and Error SS — uncorrelated by orthogonal projections

In a multiple linear regression model Y‾=Xβ‾+ε‾\underline Y=X\underline\beta +\underline\varepsilon with E(ε)=0, Var⁡(ε)=σ2IE(\varepsilon)=0,\ \operatorname{Var}(\varepsilon)=\sigma^2I:

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