Consider the general linear regression model y = X + and the least squares estimate b
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Consider the general linear regression model y = Xβ + ε and the least squares estimate b = (X 0 X) −1X 0 y. Show that b = β + Rε, where R = (X 0 X) −1X 0 .
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Related Book For
Linear Regression Analysis Theory And Computing
ISBN: 9789812834102
1st Edition
Authors: Xin Yan, Xiao Gang Su
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