7. If x1, x2 and x3 are three variates measured from their respective means as origin and if e, is the expected value of x1 for given values of x2 and x3 from the linear regression of x, on x2 and x3, prove that cov (x1, e1) = var (ej) = var (x1) – var (x¡ - ei).

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7.
If x1, X2 and x3
three variates measured from their
are
respective means as origin and if e¡ is the expected value of x1 for given
values of x2 and x3 from the linear regression of x, on x2 and x3, prove that
cov (x1, e¡) = var (e¡) = var (x1) – var (x; - ei).
||
Transcribed Image Text:7. If x1, X2 and x3 three variates measured from their are respective means as origin and if e¡ is the expected value of x1 for given values of x2 and x3 from the linear regression of x, on x2 and x3, prove that cov (x1, e¡) = var (e¡) = var (x1) – var (x; - ei). ||
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