Projection matrix: Difference between revisions

Revision as of 02:38, 1 August 2023

Revision as of 02:39, 1 August 2023

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Therefore, the projection matrix (and hat matrix) is given by

:<math>\mathbf{P} \equiv:= \mathbf{X} \left(\mathbf{X}^\textsf{T} \mathbf{X} \right)^{-1} \mathbf{X}^\textsf{T}.</math>

=== Weighted and generalized least squares ===