Suppose we use the least squares criterion to fit a linear model for the following dataset: $(x_1,y_1),...,(x_m,y_m)\in R \times R$, by solving the following optimisation problem: $$(a^*,b^*) = \text{argmin}_{a,b}\sum^m_{i=1}(y_i-ax_i+b)^2$$ Assume that the solution is unique. Now, my question is, would any of the following statements be true? i) $\sum^m_{i=1}(y_i-a^*x_i+b^*)y_i = 0$ ii) $\sum^m_{i=1}(y_i-a^*x_i+b^*)x_i^2 = 0$ iii) $\sum^m_{i=1}(y_i-a^*x_i+b^*)x_i = 0$ iv) $\sum^m_{i=1}(y_i-a^*x_i+b^*)^2 = 0$ By my understanding, we have to take the derivative of the loss function wrt $a$ and $b$: $$\frac{\partial }{\partial a}\sum_{i=1}^m(y_i-ax_i+b)^2 = 0 \\ \Leftrightarrow \frac{\partial }{\partial a}(y_i-a+b) = 0 \\ \Leftrightarrow (y_i-a^*x_i+b^*)x_i = 0$$ So this means that statement iii should be true. And for $b$: $$\frac{\partial }{\partial b}\sum_{i=1}^m(y_i-ax_i+b)^2 = 0 \\ \Leftrightarrow (y_i-a^*x_i+b^*) = 0$$ So this means that every statement is true. Surely my second deduction is incorrect? What am I doing wrong here?