What is the covariance between the first and third residual?
statistics
Description
1. For the multiple linear regression estimator, show that the matrix H is (i) symmetric; and (ii) idempotent.
2. Consider the multiple linear regression model with two independent variables,
a. Compute the covariance for the least squares regression estimators. That is, find V (ˆ).
b. Using the above data, find the estimate of V (ˆ).
c. What is the variance for the 1st and 3rd residuals (hint: read section 4.2.2).?
d. What is the covariance between the first and third residual?
