Weighted sum of residuals proof

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$Old$ May 30th, 2009, 09:48 PM

StillRussian $StillRussian is offline$

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$Default$ Weighted sum of residuals proof

Hello to everyone again!

Need help proving the following two identities:

1. The sum of the residuals weighted by the corresponding value of the regressor variable equals zero:

Sum xi*ei = 0

2. The sum of the residuals weighted by the corresponding fitted value equals zero:

Sum yi_hat*ei = 0

Thank you!

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