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Major rewrite in standard linear models notation. rm non-sequiter about resid SS and a property of idempotent matrices given at projection (linear algebra) of unexplained relevance here |
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:<math>\hat{\mathbf{y}} = \mathbf{H y}.</math>
As <math>\hat{\mathbf{y}}</math> is usually pronounced "y-hat", the hat matrix is so named as it "puts a hat on '''y'''".
Suppose that we wish to solve a [[linear model]] using [[linear least squares]]. The model can be written as
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