9.6 Let U be an n x 1 vector with 1 as its ?rst element and 0s elsewhere.Consider computing the regression of U on an n x p full rank matrix X.As usual, let H = X(X’X)1X be the hat matrix with elements 11,].9.6.1 Show that the elements of the vector of ?tted values from theregression of U on X are the h, j = l, 2, . . ., 126.96.36.199 Show that the ?rst element of the vector of residuals is l h, andthe other elements are 411,-, j > 1.
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