What is the Error Term in a Regression Equation?
i.e., D = CB. But B = C−1D by construction, completing the proof. In short, (U1,...,Uq)×B is the regression of V on U1,...,Uq; the coefficient on Ui is Bi; and V⊥ is the part of V independent of U1,...,Uq. This is also “V net of U1,...,Uq.” Normality is re...