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Yi = Bot Biti tôi i=1,2,....n where ~ N(0, ²) as a general linear model (e) The hat matrix is defined as Y = X3+€ H=X(X^X)-XT Show that it is symmetric and idempotent. (f) Show that the vector of fitted values Ŷ is given by Ý = HY. (g) Hence find the vector of fitted values for the simple linear regression model.

Yi = Bot Biti tôi i=1,2,....n where ~ N(0, ²) as a general linear model (e) The hat matrix is defined as Y = X3+€ H=X(X^X)-XT Show that it is symmetric and idempotent. (f) Show that the vector of fitted values Ŷ is given by Ý = HY. (g) Hence find the vector of fitted values for the simple linear regression model.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Yi = Bot Biểi tôi i=1,2,....n where ~ N(0, ²) as a general linear model (e) The hat matrix is defined as Y = XB+€ H=X(X^X)-X7 Show that it is symmetric and idempotent. (f) Show that the vector of fitted values Ŷ is given by Ý =HY. (g) Hence find the vector of fitted values for the simple linear regression model.
Transcribed Image Text:Yi = Bot Biểi tôi i=1,2,....n where ~ N(0, ²) as a general linear model (e) The hat matrix is defined as Y = XB+€ H=X(X^X)-X7 Show that it is symmetric and idempotent. (f) Show that the vector of fitted values Ŷ is given by Ý =HY. (g) Hence find the vector of fitted values for the simple linear regression model.
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