STAT 444- Final Exam Guide - Comprehensive Notes for the exam ( 29 pages long!)

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A- = ( aij ) is symmetric , i. e. aij= aji. Ii. , aii ( bc ) tr ( cb ) Max independent of linearly independent column kows) of a. Linearly independent vector y , is yn are linearly independent iff. A is idempotent , there exists an orthogonal matrix. Where t=[ f. i. po ] and trl a) rank (a) trlr. Linear model y ; pot p , xi , t. it. Assumptions : ( i ) e ( ei ) = 0 ( ii ) ( ei ) = En ( iv ) is en are iind indep. The least square estimator ( lse ) of. Ximy - xi ) with solution ( xtx5" xty. X ( xtxyxt is idempotent and symmetric . Degree of freedom ( d. f. n ( ptl n tr( h ) 82 =d ( iii ) fz ( n - fi ) or.

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