Projection matrix: Difference between revisions

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In [[statistics]], the '''hat matrix''', '''H''', relates the fitted values to the observed values. It describes the influence each observed value has on each fitted value<ref name="Hoaglin1977">
{{Citation| title = The Hat Matrix in Regression and ANOVA
| first1= David C. | last1= Hoaglin |first2= Roy E. | last2=Welsch