Question: 23. Use the hat matrix H obtained in Problem 22 to compute the residual error vector and the Cov() matrix. (Hint: See Equations (16.4.17)

23. Use the hat matrix H obtained in Problem 22 to compute the residual error vector ε

and the Cov(ε) matrix. (Hint: See Equations (16.4.17) and (16.4.18.)

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