Deduce that the linear transformation (Y mapsto L Y=hat{mu}=X hat{beta}) is a projection (mathcal{H} ightarrow mathcal{H}), but

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Deduce that the linear transformation $Y \mapsto L Y=\hat{\mu}=X \hat{\beta}$ is a projection $\mathcal{H} ightarrow \mathcal{H}$, but not an orthogonal projection unless $Q \mathcal{X}=\mathcal{X}$.

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Ten Projects In Applied Statistics

ISBN: 9783031142741

1st Edition

Authors: Peter McCullagh

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Question Posted: Feb 04, 2024 02:00 AM

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Deduce that the linear transformation (Y mapsto L Y=hat{mu}=X hat{beta}) is a projection (mathcal{H} ightarrow mathcal{H}), but

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Ten Projects In Applied Statistics

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