Denote the hat matrix by P0 for the null model and H for any linear model that

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Denote the hat matrix by P0 for the null model and H for any linear model that contains an intercept term. Explain why P0H = HP0 = P0. Show this implies that each row and each column of H sums to 1.

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Foundations Of Linear And Generalized Linear Models

ISBN: 9781118730034

1st Edition

Authors: Alan Agresti

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Question Posted: Sep 19, 2024 02:22 PM

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Denote the hat matrix by P0 for the null model and H for any linear model that contains an intercept term. Explain why P0H = HP0 = P0. Show this implies that each row and each column of H sums to 1.
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Denote the hat matrix by P0 for the null model and H for any linear model that

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Foundations Of Linear And Generalized Linear Models

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