(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).
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Related Book For
Applied Regression Analysis And Generalized Linear Models
ISBN: 9781452205663
3rd Edition
Authors: By John Fox
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