(Show that the hat-matrix H XX0 X $1 X0 is symmetric (H H0 ) and...

Question:

(Show that the hat-matrix H ¼ XðX0 XÞ

$1 X0 is symmetric (H ¼ H0

) and idempotent (H2 ¼ H).

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Question Posted: