Projection matrix: Difference between revisions

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correlated residuals
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the hat matrix can be used to define the [[degrees of freedom (statistics)#Effective degrees of freedom|effective degrees of freedom]] of the model.
 
Some other properties of the hat matrix are summarized in <ref>Gans, P. Gans,(1992) ''Data Fitting in the Chemical Sciences,'', Wiley, 1992. ISBN 978-0-471-93412-7</ref>.
 
==Correlated residuals==