In a one way layout, show that Yi is the least squares estimator of i by showing that the ith coordinate of the vector (Z 'Z)1Z 'Y is i for i 1, , p ...

In a one-way layout, show that Yi + is the least-squares estimator of i by showing that

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In a one-way layout, show that Yi + is the least-squares estimator of μi by showing that the ith coordinate of the vector (Z'Z)−1Z'Y is i + for i = 1, . . . , p.

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 02:50 AM

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In a one-way layout, show that Yi + is the least-squares estimator of i by showing that

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