4. The matrix H = X(X'X)-'X' is usually called the hat matrix because it maps Y...

 

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4. The matrix H = X(X'X)-'X' is usually called the hat matrix because it maps Y to the vector of fitted values. a) Show that in the linear regression model Var(Y)=0H b) Prove that the matrices H and I-H are idempotent, that is H2=H (I-H)=(I-H) 700 x 31 4. The matrix H = X(X'X)-'X' is usually called the hat matrix because it maps Y to the vector of fitted values. a) Show that in the linear regression model Var(Y)=0H b) Prove that the matrices H and I-H are idempotent, that is H2=H (I-H)=(I-H) 700 x 31

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a In the linear regression model we have Y X where Y is the response variable X is the ... View the full answer