Show that $operatorname{Var}(hat{mathbf{y}})=sigma^{2} mathbf{H}$.

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Show that $\operatorname{Var}(\hat{\mathbf{y}})=\sigma^{2} \mathbf{H}$.

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Introduction To Linear Regression Analysis

ISBN: 9781119578727

6th Edition

Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining

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