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Extra Proves

The document proves three properties of the least squares regression model: 1) The sum of the residuals is zero, 2) The sum of the residuals weighted by the corresponding value of the regressor variable is always zero, 3) The sum of the residuals weighted by the corresponding fitted value of the response variable is always zero.

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karimatia31
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66 views1 page

Extra Proves

The document proves three properties of the least squares regression model: 1) The sum of the residuals is zero, 2) The sum of the residuals weighted by the corresponding value of the regressor variable is always zero, 3) The sum of the residuals weighted by the corresponding fitted value of the response variable is always zero.

Uploaded by

karimatia31
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Prove that: The sum of the residuals is zero, that is,

n n n

 e =  ˆ = (y - yˆ ) = 0
i=1
i
i=1
i
i=1
i i

Proof:
 ˆ  n ˆ
 
n n n n


i=1
ei = y i − yˆ i = n0 + 1  xi  −  0 + ˆ 1xi = 0
i=1 i=1 
ˆ
i=1  i=1

-------------------------------------------------------

Prove that: The sum of the residuals weighted by the corresponding


value of the regressor variable always equals zero; that is,
n

x e
i =1
i i =0

Proof:

 
 n 
ˆ n n 
ˆ
=  xi (yi − yˆ i ) =  xiy i −  xiyˆ i =  0  x i +1  x i2  −  xi ˆ 0 +ˆ 1x i
n n n n
 
  xiei = 0
 i=1 

i=1 i=1
 i=1
i=1 i=1  i=1

------------------------------------------------------

Prove that: The sum of the residuals weighted by the corresponding


fitted value of the response variable always equals zero; that is,
n
 yˆ iei = 0
i=1

Proof:
 n n n n

  ŷ iei =  ˆ 0 +ˆ 1 x i ei = ˆ 0  ei + ˆ 1  xiei = 0 
 i=1 i=1 i=1 i=1 

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