Suppose the columns of a rank 4 design matrix
come in three groups
Group 1: ,
Group 2: and
Group 3: so that if i and j are indicies from different groups.
Next consider 4 models, with design matricies:
Model 1:
Model 2:
Model 3:
Model 4:
Now then the question asks to show that where is the residual sum of squares (SS error) for the ith model.
is the only formula for SS error that I know, which I believe does not apply in this situation. So it means that I'm absolutely stuck! I think I'm looking at this the wrong way to be honest. Where should I look into? Any hints?