Question
4. The matrix H = X(X'X)-'X' is usually called the hat matrix because it maps Y to the vector of fitted values. a) Show
4. The matrix H = X(X'X)-'X' is usually called the hat matrix because it maps Y to the vector of fitted values. a) Show that in the linear regression model Var(Y)=0H b) Prove that the matrices H and I-H are idempotent, that is H2=H (I-H)=(I-H) 700 x 31
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Introduction to Algorithms
Authors: Thomas H. Cormen, Charles E. Leiserson, Ronald L. Rivest
3rd edition
978-0262033848
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