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Added annihilator matrix as synonym of residual maker matrix |
MichaelMaggs (talk | contribs) Adding local short description: "Concept in statistics", overriding Wikidata description "notion in statistics" |
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{{Short description|Concept in statistics}}
{{For|the linear transformation|Projection (linear algebra)}}
In [[statistics]], the '''projection matrix''' <math>(\mathbf{P})</math>,<ref>{{cite book |first=Alexander |last=Basilevsky |title=Applied Matrix Algebra in the Statistical Sciences |publisher=Dover |year=2005 |isbn=0-486-44538-0 |pages=160–176 |url=https://books.google.com/books?id=ScssAwAAQBAJ&pg=PA160 }}</ref> sometimes also called the '''influence matrix'''<ref>{{cite web |title=Data Assimilation: Observation influence diagnostic of a data assimilation system |url=http://old.ecmwf.int/newsevents/training/lecture_notes/pdf_files/ASSIM/ObservationInfluence.pdf |archive-url=https://web.archive.org/web/20140903115021/http://old.ecmwf.int/newsevents/training/lecture_notes/pdf_files/ASSIM/ObservationInfluence.pdf |url-status=dead |archive-date=2014-09-03 }}</ref> or '''hat matrix''' <math>(\mathbf{H})</math>, maps the vector of [[response variable|response values]] (dependent variable values) to the vector of [[fitted value]]s (or predicted values). It describes the [[influence function (statistics)|influence]] each response value has on each fitted value.<ref name="Hoaglin1977" >{{Cite journal | title = The Hat Matrix in Regression and ANOVA
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