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Hat matrix
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Normal linear model
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The hat matrix
H
=
X
(
X
T
X
)
−
1
X
T
(182)
is the orthogonal projection onto the column space of a full-rank design matrix, and the fitted response is
Y
=
H
Y
.
Ancestors
(6)
Normal linear model
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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