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kingwinner
Jun20-09, 07:09 AM
In my textbook, the following results are proved in the context of SIMPLE linear regression:
∑e_i = 0
∑(e_i)(Y_i hat)= 0

I tried to modify the proofs to mutliple linear regression, but I am unable to do so, so I am puzzled...

Are these results also true in MULTIPLE linear regression?

Thanks!

statdad
Jun21-09, 12:54 PM
They are true as long as you include an intercept - they aren't for regression through the origin.

Are you using a matrix approach in your multiple regression?