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Old Jun20-09, 08:09 AM                  #1
kingwinner

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Sum of the residuals in multiple linear regression

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!
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Old Jun21-09, 01:54 PM                  #2
statdad

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Re: Sum of the residuals in multiple linear regression

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?
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