Let T be any regression estimator that is affine equivariant. Let A be any nonsingular square matrix.
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Let T be any regression estimator that is affine equivariant. Let A be any nonsingular square matrix. Argue that the predicted y values, yˆi
, remain unchanged when xi is replaced by xiA.
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Related Book For
Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780123869838
3rd Edition
Authors: Rand R. Wilcox
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