Verify the properties of the hat matrix H given in Equation 12.37 for the fitted object crime_rate_lm,
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Verify the properties of the hat matrix H given in Equation 12.37 for the fitted object crime_rate_lm, or any other fitted multiple linear regression model of your choice.
Data from in Equation 12.37
Transcribed Image Text:
H = X(X'X)-¹X'. (12.37)
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The hat matrix is given by H XXX1X where X is the design matrix for th...View the full answer
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Related Book For
A Course In Statistics With R
ISBN: 9781119152729
1st Edition
Authors: Prabhanjan N. Tattar, Suresh Ramaiah, B. G. Manjunath
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