Revision as of 18:22, 9 April 2010 edit Michael Hardy (talk \| contribs) Administrators 210,597 edits →Correlated residuals: ditto: _errors_, not _residuals_ ← Previous edit		Revision as of 09:01, 10 April 2010 edit undo 3mta3 (talk \| contribs) 2,328 edits m →Correlated errors Next edit →
Line 43: ==Correlated errors== The above may be generalized to the case of correlated errors. Suppose that the [[covariance matrix]] of the ~~residuals~~errors is Σ. Then since :<math> \hat{\boldsymbol{\beta}} = \left(X^\top \Sigma^{-1} X \right)^{-1} X^\top \Sigma^{-1}\,\mathbf{y}, </math>

Projection matrix: Difference between revisions