For a full-rank model matrix X, show that rank(H) = rank(X), where H = X(XTX) 1XT.

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For a full-rank model matrix X, show that rank(H) = rank(X), where H =

X(XTX)

−1XT.

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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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For a full-rank model matrix X, show that rank(H) = rank(X), where H = X(XTX) 1XT.

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Foundations Of Linear And Generalized Linear Models

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