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STAT312 (22)
Lecture

Orthogonality; projections.pdf

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Department
Statistics
Course
STAT312
Professor
Douglas Wiens
Semester
Fall

Description
305OrthogonalityprojectionsHereweintroduceamatrixthehatmatrixofspecialimportanceinregressionItwillalsobeusedtomotivatesomeofwhatfollowsConsideraregressionmodelyXwithXoffullrankWewilllatershowthattheLSEsare100XXXysothattheestimateofyXisyXHywhere100HXXXXisthehatmatrixitplacesthehatonyProperties02HHHidempotentHXXIHX02IHIHHIH0
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