Hat Matrix Simple Linear Regression
β X T X 1 X T y is a design matrix with two columns 1 X a very simple case.
Hat matrix simple linear regression. Estimated Covariance Matrix of b This matrix b is a linear combination of the elements of Y. Simple Linear Regression in Matrix Format 36-401 Section B Fall 2015 13 October 2015 Contents. Write H on board.
Viewed 2k times 1 begingroup In these lecture notes. The data below represent observations on lot size y and number of man-hours of labor x for 10 recent production runs. Y 1 β 0 β 1 X 1 ϵ 1 Y 2 β 0 β 1 X 2 ϵ 2 Y n β 0 β 1 X n ϵ n.
The Hat Matrix in Regression and ANOVA. Hat Matrix Y Xb Y XX0X1X0Y Y HY where H XX0X1X0. Here β represents a vector of regression coefficients intercepts group means etc X is an n k design matrix for the model more on this later and where ϵ N 0 σ 2.
Further Matrix Results for Multiple Linear Regression. By a simple application. H i j 1 n x i x x j x S x x and h i i 1 n x i x 2 S x x Please help me MathStack Vancak you are my only hope.
Simple regression in matrices. For the simple linear regression model show that the elements of the hat matrix H are. When I multiply things out I get frac1nS_xxsum_j1n x_j2 -2nbarxx_inx_i2.
By writing H 2 HHout fully and cancelling we nd H H. The main take away points from the chapter have to do with the matrix theoryappliedto the regression setting. From my understanding it should be 1 as the Rank of a 1-column-vector 1.