We have $$(\hat{\beta}-\beta)'(X'X)^{-1}(\hat{\beta}-\beta)$$ and SSE $=\sum_{i=1}^{n}(\hat{y_{i}}-y_{i})^{2}=\sum_{i=1}^{n}y_{i}^{2}-\hat{\beta'}X'y$ and I have to prove that these 2 quantities are independent.
2026-03-25 11:13:20.1774437200
prove that $(\hat{\beta}-\beta)'(X'X)^{-1}(\hat{\beta}-\beta)$ and SSE are independent
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