Derivation of the Ordinary Least Squares Estimator

The goodness-of-fit measure used for the simple linear case, R2, is also the measure used in the multiple regression case. Similar to the algebraic properties, because R2 is a scalar, the matrix form adds nothing to its derivation. Recall, the coefficient of determination, R2, measures the amount of the sample variation in y that is explained by x. ................
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