Using the normal equations for a linear model, show that SSE decomposes into (y X????) T(y

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Using the normal equations for a linear model, show that SSE decomposes into (y − X????̂)

T(y − X????̂) = yTy − ????̂TXTy.

Thus, for nested M1 and M0, explain why SSR(M1 ∣ M0) = ????̂T 1XT 1 y − ????̂T 0XT 0 y.

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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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Using the normal equations for a linear model, show that SSE decomposes into (y X????) T(y X????) = yTy ????TXTy. Thus, for nested M1 and M0, explain why SSR(M1 M0) = ????T 1XT 1 y ????T 0XT 0 y.
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Using the normal equations for a linear model, show that SSE decomposes into (y X????) T(y

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Foundations Of Linear And Generalized Linear Models

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