The matrix H = X(X'X)-? X' is usually called the hat matrix because it maps Y to Ỹ the vector of fitted values. a) Show
Posted: Mon Apr 11, 2022 6:20 am
by answerhappygod
1 (33.53 KiB) Viewed 19 times
The matrix H = X(X'X)-? X' is usually called the hat matrix because it maps Y to Ỹ the vector of fitted values. a) Show that in the linear regression model Var(ů) = oʻH = b) Prove that the matrices H and I – H are idempotent, that is H2 = H == (I – H)² = (I – H)