Consider a correctly specified regression model with $p$ terms, including the intercept. Make the usual assumptions about
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Consider a correctly specified regression model with $p$ terms, including the intercept. Make the usual assumptions about $\varepsilon$. Prove that
\[\sum_{i=1}^{n} \operatorname{Var}\left(\hat{y}_{i}\right)=p \sigma^{2}\]
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Related Book For
Introduction To Linear Regression Analysis
ISBN: 9781119578727
6th Edition
Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining
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