Question: Show that $operatorname{Var}(hat{mathbf{y}})=sigma^{2} mathbf{H}$.
Show that $\operatorname{Var}(\hat{\mathbf{y}})=\sigma^{2} \mathbf{H}$.
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SOLUTION To show that Var 2H we start with the definition of the predicted v... View full answer
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