Proving $\binom{n + m}{r} = \sum_{i = 0}^{r} \binom{n}{i}\binom{m}{r - i}$ To prove $$\binom{n + m}{r} = \sum_{i = 0}^{r} \binom{n}{i}\binom{m}{r - i},$$
I demonstrated that the equality is true for any $n,$ for $m = 0, 1,$ and for any $r < n + m$ simply by fixing $n$ and $r$ and inserting $0,1$ for $m.$ Then, I proceed to induct on $m$ (and on $m$ only).

I am not perfectly confident in my self, however, for I see two placeholders, $n$ and $m.$ Is this a case where double induction is needed (first on $m$ and then on $n$)?

Whether or not this proof requires double induction, may someone explain when double induction is needed?

Consider any fixed $n, r \geq 0$ and the following two cases (I know that only one case is needed to complete this inductive proof).
CASE 1
\begin{align}
\binom{n + 0}{r} &= \sum_{i = 0}^{r} \binom{n}{i}\binom{0}{r - i} \\ &= \binom{n}{0}\binom{0}{r} + \binom{n}{1}\binom{0}{r-1} + \cdots + \binom{n}{r}\binom{0}{0} \\ &= 0 + 0 + \cdots + \binom{n}{r} \\ &= \binom{n}{r}
\end{align}
CASE 2
\begin{align}
\binom{n + 1}{r} &= \sum_{i = 0}^{r} \binom{n}{i}\binom{1}{r - i} \\ &= \binom{n}{0}\binom{0}{r} + \binom{n}{1}\binom{0}{r-1} + \cdots + \binom{n}{r-1}\binom{1}{r - (r-1)} + \binom{n}{r}\binom{1}{r - r} \\ &= 0 + 0 + \cdots + \binom{n}{r-1} + \binom{n}{r} \\ &= \binom{n}{r-1} + \binom{n}{r}
\end{align}
INDUCTION
Suppose it is true for $m \leq k.$ Now, consider $$\binom{n + (k + 1)}{r}.$$ It follows from Pascal's Identity that
$$\binom{n + (k+1)}{r} = \binom{n + k}{r} + \binom{n + k}{r-1}$$ 
And,
\begin{align}
\binom{n + k}{r} + \binom{n + k}{r-1} &= \sum_{i = 0}^{r} \binom{n}{i}\binom{k}{r - i} + \sum_{i = 0}^{r-1} \binom{n}{i}\binom{k}{r - 1 - i} \\ &= \binom{n}{r} + \sum_{i = 0}^{r-1} \binom{n}{i}\binom{k}{r - i} + \sum_{i = 0}^{r-1} \binom{n}{i}\binom{k}{r - 1 - i} \\ &= \binom{n}{r} + \sum_{i = 0}^{r-1} \binom{n}{i}\bigg[\binom{k}{r - i} + \binom{k}{r - 1 - i}\bigg] \\ &= \binom{n}{r} + \sum_{i = 0}^{r-1} \binom{n}{i}\binom{k+1}{r-i} \\ &= \sum_{i = 0}^{r} \binom{n}{i}\binom{k+1}{r-i}
\end{align}
Hence, the equality holds for $m = k + 1.$ Given that the equality holds for $m = 0, 1,$ and that if equality holds for $m = k,$ it then holds for $m = k + 1,$ it follows that the equality holds $\forall m \in \mathbb{N}.$

Note that$$(x+1)^{n+m}=(x+1)^n(x+1)^m$$
Then by binomial theorem and collecting terms
\begin{align}
\sum_{r=0}^{n+m}\binom{n+m}{r}x^r &= 
\sum_{i=0}^{n}\binom{n}{i}x^i\sum_{j=0}^{m}\binom{m}{j}x^j \\&=
\sum_{r=0}^{n+m}\sum_{i+j=r}\binom{n}{i}\binom{m}{j}x^r \\ &=
\sum_{r=0}^{n+m}\sum_{i=0}^r\binom{n}{i}\binom{m}{r-i}x^r
\end{align}
Then compare the coefficient
