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    Introduction to Econometrics Update
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    Exam 18: The Theory of Multiple Regression
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    Let P<sub>X</sub> = X\(X ^ { \prime }\) X)<sup>-</Sup><sup>1</sup> <Sup> </Sup>
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Let PX = X X′X ^ { \prime }X′ X)-1

Question 49

Question 49

Multiple Choice

Let PX = X( X′X ^ { \prime }X′ X) -1 X′X ^ { \prime }X′ and MX = In - PX. Then MX MX =


A) X( X′X ^ { \prime }X′ X) -1 X′X ^ { \prime }X′ - PX.
B) MX2M _ { X } ^ { 2 }MX2​
C) In.
D) MX.

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