3.13. Let X be an n x p matrix. Assume that the inverse (X'X)- exists, and...

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3.13. Let X be an n x p matrix. Assume that the inverse (X'X)-¹ exists, and define ce matrix of a vector 3.14. Suppose y is o I, where I is an n x n identity matrix. Using the matrices A and H in Exercise 3.13, find the covariance matrix of a. Ay b. Hy c. (I-H)y A I-H d. y 3.13. Let X be an n x p matrix. Assume that the inverse (X'X)-¹ exists, and define ce matrix of a vector 3.14. Suppose y is o I, where I is an n x n identity matrix. Using the matrices A and H in Exercise 3.13, find the covariance matrix of a. Ay b. Hy c. (I-H)y A I-H d. y