Let hii be the ith diagonal elements of the HAT matrix. Prove that (a). For a multiple
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Let hii be the ith diagonal elements of the HAT matrix. Prove that (a). For a multiple regression model with a constant term hii ≥ 1/n. (b). Show that hii ≤
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Linear Regression Analysis Theory And Computing
ISBN: 9789812834102
1st Edition
Authors: Xin Yan, Xiao Gang Su
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