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Sum of the residuals in multiple linear regression

  1. Jun 20, 2009 #1
    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!
     
  2. jcsd
  3. Jun 21, 2009 #2

    statdad

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    Homework Helper

    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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