9.6 Let U be an n x 1 vector with 1 as its first 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 fitted values from theregression of U on X are the h”, j = l, 2, . . ., Show that the first element of the vector of residuals is l — h“, andthe other elements are 411,-, j > 1.

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