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Projection matrix

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802: 5041: 1273: 1059: 1268:{\displaystyle {\begin{aligned}&&\mathbf {A} ^{\textsf {T}}\mathbf {b} &-\mathbf {A} ^{\textsf {T}}\mathbf {Ax} =0\\\Rightarrow &&\mathbf {A} ^{\textsf {T}}\mathbf {b} &=\mathbf {A} ^{\textsf {T}}\mathbf {Ax} \\\Rightarrow &&\mathbf {x} &=\left(\mathbf {A} ^{\textsf {T}}\mathbf {A} \right)^{-1}\mathbf {A} ^{\textsf {T}}\mathbf {b} \end{aligned}}} 2084: 1834: 2204: 646: 441: 1708: 3038: 1926: 3373: 3631: 1960: 1719: 1465: 790: 2364: 2096: 1522: 3279: 2477: 557: 3534: 2949: 346: 1047: 2423: 1620: 221: 2956: 720: 3433: 2538: 508: 3691: 2736: 2696: 2079:{\displaystyle {\hat {\mathbf {\beta } }}_{\text{GLS}}=\left(\mathbf {X} ^{\textsf {T}}\mathbf {\Sigma } ^{-1}\mathbf {X} \right)^{-1}\mathbf {X} ^{\textsf {T}}\mathbf {\Sigma } ^{-1}\mathbf {y} } 1845: 3284: 1064: 3542: 3114: 2599: 1829:{\displaystyle {\hat {\mathbf {y} }}=\mathbf {X} {\hat {\boldsymbol {\beta }}}=\mathbf {X} \left(\mathbf {X} ^{\textsf {T}}\mathbf {X} \right)^{-1}\mathbf {X} ^{\textsf {T}}\mathbf {y} .} 3797:
The hat matrix was introduced by John Wilder in 1972. An article by Hoaglin, D.C. and Welsch, R.E. (1978) gives the properties of the matrix and also many examples of its application.
2896: 1395: 253: 173: 672: 2252: 3868: 94: 59: 1302: 963: 3787: 3765: 3739: 3713: 3226: 3177: 3155: 3061: 2860: 2838: 2800: 2764: 2646: 2621: 2562: 2500: 2294: 1547: 1390: 1368: 1346: 1324: 985: 938: 916: 891: 869: 847: 825: 545: 466: 338: 305: 275: 144: 2199:{\displaystyle \mathbf {H} =\mathbf {X} \left(\mathbf {X} ^{\textsf {T}}\mathbf {\Sigma } ^{-1}\mathbf {X} \right)^{-1}\mathbf {X} ^{\textsf {T}}\mathbf {\Sigma } ^{-1}} 728: 2299: 1481: 3231: 641:{\displaystyle \mathbf {\Sigma } _{\mathbf {r} }=\left(\mathbf {I} -\mathbf {P} \right)^{\textsf {T}}\mathbf {\Sigma } \left(\mathbf {I} -\mathbf {P} \right)} 2428: 3441: 436:{\displaystyle \mathbf {r} =\mathbf {y} -\mathbf {\hat {y}} =\mathbf {y} -\mathbf {P} \mathbf {y} =\left(\mathbf {I} -\mathbf {P} \right)\mathbf {y} .} 4699: 2901: 3816: 3180: 3157:, which is the number of independent parameters of the linear model. For other models such as LOESS that are still linear in the observations 993: 1703:{\displaystyle {\hat {\boldsymbol {\beta }}}=\left(\mathbf {X} ^{\textsf {T}}\mathbf {X} \right)^{-1}\mathbf {X} ^{\textsf {T}}\mathbf {y} ,} 2376: 3715:
is a column of all ones, which allows one to analyze the effects of adding an intercept term to a regression. Another use is in the
4913: 4132: 3033:{\displaystyle \left(\mathbf {I} -\mathbf {P} \right)\mathbf {P} =\mathbf {P} \left(\mathbf {I} -\mathbf {P} \right)=\mathbf {0} .} 181: 3875: 1946:
The above may be generalized to the cases where the weights are not identical and/or the errors are correlated. Suppose that the
5004: 679: 685: 4098: 3378: 2505: 1921:{\displaystyle \mathbf {P} :=\mathbf {X} \left(\mathbf {X} ^{\textsf {T}}\mathbf {X} \right)^{-1}\mathbf {X} ^{\textsf {T}}.} 475: 3636: 3368:{\displaystyle \mathbf {P} :=\mathbf {X} \left(\mathbf {X} ^{\textsf {T}}\mathbf {X} \right)^{-1}\mathbf {X} ^{\textsf {T}}} 4923: 4689: 3626:{\displaystyle \mathbf {P} =\mathbf {A} \left(\mathbf {A} ^{\textsf {T}}\mathbf {A} \right)^{-1}\mathbf {A} ^{\textsf {T}}} 2701: 2661: 2367: 1611: 1573: 316: 4047: 4014: 3989: 3852: 3082: 2567: 4724: 2865: 105: 4271: 987:. A vector that is orthogonal to the column space of a matrix is in the nullspace of the matrix transpose, so 1460:{\displaystyle \mathbf {A} \left(\mathbf {A} ^{\textsf {T}}\mathbf {A} \right)^{-1}\mathbf {A} ^{\textsf {T}}} 5077: 4488: 4125: 3745:
of the dummy variables for the fixed effect terms. One can use this partition to compute the hat matrix of
801: 4563: 3821: 3806: 229: 149: 20: 1475:
Suppose that we wish to estimate a linear model using linear least squares. The model can be written as
678:
of the error vector (and by extension, the response vector as well). For the case of linear models with
655: 4719: 4241: 3962: 3896: 2212: 112:, which describe the influence each response value has on the fitted value for that same observation. 4823: 4694: 4608: 3904: 1941: 108:
each response value has on each fitted value. The diagonal elements of the projection matrix are the
71: 36: 4928: 4818: 4526: 4206: 1282: 943: 785:{\displaystyle \mathbf {\Sigma } _{\mathbf {r} }=\left(\mathbf {I} -\mathbf {P} \right)\sigma ^{2}} 3770: 3748: 3722: 3696: 3209: 3160: 3138: 3044: 2843: 2821: 2783: 2747: 2629: 2604: 2545: 2483: 2359:{\displaystyle \left(\mathbf {X} ^{\textsf {T}}\mathbf {X} \right)^{-1}\mathbf {X} ^{\textsf {T}}} 2277: 1530: 1373: 1351: 1329: 1307: 968: 921: 899: 874: 852: 830: 808: 528: 449: 321: 288: 258: 127: 4963: 4892: 4774: 4634: 4231: 4118: 3195: 4833: 4416: 4221: 4090: 3128: 1937: 1605: 4039: 3842: 4779: 4516: 4366: 4361: 4196: 4171: 4166: 3811: 3187: 3132: 2267: 1517:{\displaystyle \mathbf {y} =\mathbf {X} {\boldsymbol {\beta }}+{\boldsymbol {\varepsilon }},} 109: 4082: 4973: 4331: 4161: 4141: 3693:. There are a number of applications of such a decomposition. In the classical application 1550: 8: 4994: 4968: 4546: 4351: 4341: 3716: 3274:{\displaystyle \mathbf {X} ={\begin{bmatrix}\mathbf {A} &\mathbf {B} \end{bmatrix}}} 1572:
Many types of models and techniques are subject to this formulation. A few examples are
5045: 4999: 4989: 4943: 4938: 4867: 4803: 4669: 4406: 4401: 4336: 4326: 4191: 3978: 3931: 3191: 1581: 2262:
The projection matrix has a number of useful algebraic properties. In the language of
5082: 5056: 5040: 4843: 4838: 4808: 4769: 4764: 4593: 4588: 4573: 4568: 4559: 4554: 4501: 4396: 4346: 4291: 4261: 4256: 4236: 4226: 4186: 4094: 4083: 4043: 4032: 4010: 3985: 3954: 3848: 3076: 2472:{\displaystyle \mathbf {u} =\mathbf {y} -\mathbf {P} \mathbf {y} \perp \mathbf {X} .} 1947: 1589: 1577: 675: 548: 522: 121: 97: 5051: 5019: 4948: 4887: 4882: 4862: 4798: 4704: 4674: 4659: 4639: 4578: 4531: 4506: 4496: 4467: 4386: 4381: 4356: 4286: 4266: 4176: 4156: 3921: 3913: 3869:"Data Assimilation: Observation influence diagnostic of a data assimilation system" 3117: 3072: 1585: 4644: 2370:.) Some facts of the projection matrix in this setting are summarized as follows: 4749: 4684: 4664: 4649: 4629: 4613: 4511: 4442: 4432: 4391: 4276: 4246: 3529:{\displaystyle \mathbf {P} =\mathbf {P} +\mathbf {P} {\big \mathbf {B} {\big ]},} 469: 5009: 4953: 4933: 4918: 4877: 4754: 4714: 4679: 4603: 4542: 4521: 4462: 4452: 4437: 4371: 4316: 4306: 4301: 4211: 3186:
Practical applications of the projection matrix in regression analysis include
2944:{\displaystyle \left(\mathbf {I} -\mathbf {P} \right)\mathbf {X} =\mathbf {0} } 2263: 827:
has its column space depicted as the green line. The projection of some vector
3198:, i.e. observations which have a large effect on the results of a regression. 3120:, for example, the hat matrix is in general neither symmetric nor idempotent. 5071: 5014: 4872: 4813: 4744: 4734: 4729: 4654: 4583: 4457: 4447: 4376: 4296: 4281: 4216: 4081:
Rao, C. Radhakrishna; Toutenburg, Helge; Shalabh; Heumann, Christian (2008).
3742: 3124: 1593: 1554: 4897: 4854: 4759: 4472: 4411: 4321: 4201: 4063: 3068: 2271: 101: 4739: 4709: 4477: 4311: 4181: 1042:{\displaystyle \mathbf {A} ^{\textsf {T}}(\mathbf {b} -\mathbf {Ax} )=0} 965:, and is one where we can draw a line orthogonal to the column space of 4790: 4251: 3935: 3926: 2741: 282: 27: 5024: 4598: 2418:{\displaystyle \mathbf {u} =(\mathbf {I} -\mathbf {P} )\mathbf {y} ,} 4064:"Proof that trace of 'hat' matrix in linear regression is rank of X" 3917: 896:
From the figure, it is clear that the closest point from the vector
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Therefore, the projection matrix (and hat matrix) is given by
340:
can also be expressed compactly using the projection matrix:
216:{\displaystyle \mathbf {\hat {y}} =\mathbf {P} \mathbf {y} .} 1610:
When the weights for each observation are identical and the
4080: 3435:. Then the projection matrix can be decomposed as follows: 715:{\displaystyle \mathbf {\Sigma } =\sigma ^{2}\mathbf {I} } 1931: 3789:, which might be too large to fit into computer memory. 3428:{\displaystyle \mathbf {M} :=\mathbf {I} -\mathbf {P} } 2533:{\displaystyle \mathbf {M} :=\mathbf {I} -\mathbf {P} } 1563:
is a vector of unknown parameters to be estimated, and
503:{\displaystyle \mathbf {M} :=\mathbf {I} -\mathbf {P} } 3686:{\displaystyle \mathbf {M} =\mathbf {I} -\mathbf {P} } 3248: 3773: 3751: 3725: 3699: 3639: 3545: 3444: 3381: 3287: 3234: 3212: 3163: 3141: 3085: 3047: 2959: 2904: 2868: 2846: 2824: 2786: 2750: 2731:{\displaystyle \operatorname {rank} (\mathbf {P} )=r} 2704: 2691:{\displaystyle \operatorname {rank} (\mathbf {X} )=r} 2664: 2632: 2607: 2570: 2548: 2508: 2486: 2431: 2379: 2302: 2280: 2215: 2099: 1963: 1848: 1722: 1623: 1533: 1484: 1398: 1376: 1354: 1332: 1310: 1285: 1062: 996: 971: 946: 924: 902: 877: 855: 833: 811: 731: 688: 658: 560: 531: 478: 452: 349: 324: 291: 261: 255:
is usually pronounced "y-hat", the projection matrix
232: 184: 152: 130: 74: 39: 3895:Hoaglin, David C.; Welsch, Roy E. (February 1978). 4031: 3977: 3844:Applied Matrix Algebra in the Statistical Sciences 3781: 3759: 3733: 3707: 3685: 3625: 3528: 3427: 3367: 3273: 3220: 3179:, the projection matrix can be used to define the 3171: 3149: 3108: 3055: 3032: 2943: 2890: 2854: 2832: 2794: 2758: 2730: 2690: 2640: 2615: 2593: 2556: 2532: 2494: 2471: 2417: 2358: 2288: 2246: 2198: 2078: 1920: 1828: 1702: 1541: 1516: 1459: 1384: 1362: 1340: 1318: 1296: 1267: 1041: 979: 957: 932: 910: 885: 863: 841: 819: 784: 714: 666: 640: 539: 502: 460: 435: 332: 299: 269: 247: 215: 167: 138: 88: 53: 3953: 372: 239: 191: 159: 5069: 4038:. Cambridge: Harvard University Press. pp.  1614:are uncorrelated, the estimated parameters are 3118:locally weighted scatterplot smoothing (LOESS) 4126: 3894: 3890: 3888: 3518: 3490: 3375:. Similarly, define the residual operator as 3109:{\displaystyle \mathbf {P} ^{2}=\mathbf {P} } 2594:{\displaystyle \mathbf {P} ^{2}=\mathbf {P} } 100:(dependent variable values) to the vector of 3949: 3947: 3945: 310: 4004: 3281:. Define the hat or projection operator as 3116:. However, this is not always the case; in 2891:{\displaystyle \mathbf {PX} =\mathbf {X} ,} 4700:Fundamental (linear differential equation) 4133: 4119: 4089:(3rd ed.). Berlin: Springer. p.  3885: 3840: 3942: 3925: 3617: 3584: 3359: 3326: 3131:of the projection matrix is equal to the 3067:The projection matrix corresponding to a 2350: 2317: 2175: 2127: 2050: 2002: 1909: 1876: 1812: 1779: 1686: 1653: 1599: 1451: 1418: 1250: 1217: 1167: 1141: 1103: 1077: 1005: 604: 3897:"The Hat Matrix in Regression and ANOVA" 2254:, though now it is no longer symmetric. 800: 104:(or predicted values). It describes the 5005:Matrix representation of conic sections 4029: 3959:Statistical Models: Theory and Practice 3194:, which are concerned with identifying 1748: 1627: 1507: 1499: 680:independent and identically distributed 5070: 3767:without explicitly forming the matrix 1932:Weighted and generalized least squares 4114: 3980:Data Fitting in the Chemical Sciences 3975: 3201: 1326:, the projection matrix, which maps 248:{\displaystyle \mathbf {\hat {y}} } 168:{\displaystyle \mathbf {\hat {y}} } 146:and the vector of fitted values by 19:For the linear transformation, see 13: 4140: 667:{\displaystyle \mathbf {\Sigma } } 14: 5094: 4085:Linear Models and Generalizations 4005:Draper, N. R.; Smith, H. (1998). 5039: 3775: 3753: 3727: 3701: 3676: 3668: 3660: 3649: 3641: 3611: 3591: 3578: 3566: 3555: 3547: 3512: 3504: 3496: 3484: 3473: 3465: 3454: 3446: 3418: 3410: 3402: 3391: 3383: 3353: 3333: 3320: 3308: 3297: 3289: 3259: 3252: 3236: 3228:can be decomposed by columns as 3214: 3165: 3143: 3102: 3088: 3063:is unique for certain subspaces. 3049: 3023: 3010: 3002: 2992: 2984: 2974: 2966: 2937: 2929: 2919: 2911: 2881: 2873: 2870: 2848: 2826: 2788: 2780:zeros, while the eigenvalues of 2752: 2715: 2675: 2634: 2609: 2587: 2573: 2550: 2526: 2518: 2510: 2488: 2462: 2454: 2449: 2441: 2433: 2408: 2400: 2392: 2381: 2344: 2324: 2311: 2282: 2247:{\displaystyle H^{2}=H\cdot H=H} 2183: 2169: 2149: 2135: 2121: 2109: 2101: 2072: 2058: 2044: 2024: 2010: 1996: 1903: 1883: 1870: 1858: 1850: 1819: 1806: 1786: 1773: 1761: 1741: 1727: 1693: 1680: 1660: 1647: 1535: 1494: 1486: 1445: 1425: 1412: 1400: 1378: 1356: 1334: 1312: 1290: 1287: 1257: 1244: 1224: 1211: 1192: 1177: 1174: 1161: 1148: 1135: 1113: 1110: 1097: 1084: 1071: 1053:From there, one rearranges, so 1026: 1023: 1015: 999: 973: 951: 948: 926: 904: 879: 857: 835: 813: 763: 755: 740: 734: 708: 690: 660: 629: 621: 611: 593: 585: 569: 563: 533: 510:is sometimes referred to as the 496: 488: 480: 454: 426: 416: 408: 395: 390: 382: 369: 359: 351: 326: 293: 263: 236: 206: 201: 188: 156: 132: 79: 44: 4907:Used in science and engineering 2266:, the projection matrix is the 1470: 4150:Explicitly constrained entries 4074: 4056: 4023: 3998: 3969: 3861: 3841:Basilevsky, Alexander (2005). 3834: 3680: 3672: 3653: 3645: 3559: 3551: 3508: 3500: 3477: 3469: 3458: 3450: 3422: 3414: 3395: 3387: 3301: 3293: 2719: 2711: 2679: 2671: 2404: 2388: 2209:and again it may be seen that 1973: 1751: 1731: 1630: 1185: 1127: 1030: 1011: 315:The formula for the vector of 89:{\displaystyle (\mathbf {H} )} 83: 75: 54:{\displaystyle (\mathbf {P} )} 48: 40: 1: 4924:Fundamental (computer vision) 3827: 2257: 1297:{\displaystyle \mathbf {Ax} } 958:{\displaystyle \mathbf {Ax} } 115: 3817:Effective degrees of freedom 3782:{\displaystyle \mathbf {X} } 3760:{\displaystyle \mathbf {X} } 3734:{\displaystyle \mathbf {A} } 3708:{\displaystyle \mathbf {A} } 3221:{\displaystyle \mathbf {X} } 3181:effective degrees of freedom 3172:{\displaystyle \mathbf {y} } 3150:{\displaystyle \mathbf {X} } 3056:{\displaystyle \mathbf {P} } 2855:{\displaystyle \mathbf {P} } 2833:{\displaystyle \mathbf {X} } 2795:{\displaystyle \mathbf {M} } 2759:{\displaystyle \mathbf {P} } 2641:{\displaystyle \mathbf {X} } 2616:{\displaystyle \mathbf {M} } 2557:{\displaystyle \mathbf {P} } 2495:{\displaystyle \mathbf {P} } 2289:{\displaystyle \mathbf {X} } 1542:{\displaystyle \mathbf {X} } 1385:{\displaystyle \mathbf {A} } 1363:{\displaystyle \mathbf {x} } 1341:{\displaystyle \mathbf {b} } 1319:{\displaystyle \mathbf {A} } 980:{\displaystyle \mathbf {A} } 933:{\displaystyle \mathbf {A} } 911:{\displaystyle \mathbf {b} } 886:{\displaystyle \mathbf {x} } 864:{\displaystyle \mathbf {A} } 842:{\displaystyle \mathbf {b} } 820:{\displaystyle \mathbf {A} } 796: 540:{\displaystyle \mathbf {r} } 461:{\displaystyle \mathbf {I} } 333:{\displaystyle \mathbf {r} } 300:{\displaystyle \mathbf {y} } 270:{\displaystyle \mathbf {P} } 139:{\displaystyle \mathbf {y} } 61:, sometimes also called the 7: 4690:Duplication and elimination 4489:eigenvalues or eigenvectors 4007:Applied Regression Analysis 3847:. Dover. pp. 160–176. 3822:Mean and predicted response 3807:Projection (linear algebra) 3800: 21:Projection (linear algebra) 10: 5099: 4623:With specific applications 4252:Discrete Fourier Transform 3963:Cambridge University Press 3792: 3206:Suppose the design matrix 1935: 1603: 1304:is on the column space of 18: 5033: 4982: 4914:Cabibbo–Kobayashi–Maskawa 4906: 4852: 4788: 4622: 4541:Satisfying conditions on 4540: 4486: 4425: 4149: 4030:Amemiya, Takeshi (1985). 3905:The American Statistician 1942:Generalized least squares 1713:so the fitted values are 918:onto the column space of 849:onto the column space of 311:Application for residuals 3196:influential observations 2502:is symmetric, and so is 4272:Generalized permutation 2090:the hat matrix is thus 5046:Mathematics portal 3783: 3761: 3735: 3709: 3687: 3627: 3530: 3429: 3369: 3275: 3222: 3173: 3151: 3110: 3057: 3034: 2945: 2892: 2856: 2834: 2796: 2760: 2732: 2692: 2642: 2617: 2595: 2558: 2534: 2496: 2473: 2419: 2360: 2290: 2248: 2200: 2080: 1938:Weighted least squares 1922: 1830: 1704: 1606:Ordinary least squares 1600:Ordinary least squares 1543: 1518: 1461: 1386: 1364: 1342: 1320: 1298: 1269: 1043: 981: 959: 934: 912: 893: 887: 865: 843: 821: 786: 716: 668: 642: 541: 504: 462: 437: 334: 301: 271: 249: 217: 169: 140: 90: 55: 4034:Advanced Econometrics 3812:Studentized residuals 3784: 3762: 3736: 3710: 3688: 3628: 3531: 3430: 3370: 3276: 3223: 3174: 3152: 3111: 3058: 3035: 2946: 2893: 2857: 2835: 2797: 2761: 2733: 2693: 2643: 2618: 2596: 2559: 2535: 2497: 2474: 2420: 2361: 2291: 2274:of the design matrix 2268:orthogonal projection 2249: 2201: 2081: 1936:Further information: 1923: 1831: 1705: 1604:Further information: 1569:is the error vector. 1551:explanatory variables 1544: 1519: 1462: 1387: 1365: 1343: 1321: 1299: 1270: 1044: 982: 960: 935: 913: 888: 866: 844: 822: 804: 787: 717: 669: 643: 542: 512:residual maker matrix 505: 463: 438: 335: 302: 272: 250: 218: 170: 141: 96:, maps the vector of 91: 56: 16:Concept in statistics 3771: 3749: 3723: 3697: 3637: 3543: 3442: 3379: 3285: 3232: 3210: 3161: 3139: 3083: 3045: 2957: 2902: 2866: 2844: 2822: 2784: 2748: 2702: 2662: 2630: 2605: 2568: 2546: 2506: 2484: 2429: 2377: 2300: 2278: 2213: 2097: 1961: 1846: 1720: 1621: 1574:linear least squares 1531: 1482: 1396: 1374: 1352: 1330: 1308: 1283: 1060: 994: 969: 944: 922: 900: 875: 853: 831: 809: 729: 686: 656: 558: 529: 476: 450: 347: 322: 289: 259: 230: 182: 150: 128: 72: 37: 5078:Regression analysis 4995:Linear independence 4242:Diagonally dominant 3717:fixed effects model 2840:is invariant under 722:, this reduces to: 5000:Matrix exponential 4990:Jordan normal form 4824:Fisher information 4695:Euclidean distance 4609:Totally unimodular 3779: 3757: 3731: 3705: 3683: 3623: 3526: 3425: 3365: 3271: 3265: 3218: 3169: 3147: 3106: 3053: 3030: 2941: 2888: 2852: 2830: 2792: 2756: 2728: 2688: 2638: 2613: 2591: 2554: 2530: 2492: 2469: 2415: 2368:pseudoinverse of X 2356: 2286: 2244: 2196: 2076: 1918: 1826: 1700: 1582:regression splines 1539: 1514: 1457: 1382: 1360: 1338: 1316: 1294: 1265: 1263: 1039: 977: 955: 930: 908: 894: 883: 861: 839: 817: 782: 712: 664: 638: 537: 516:annihilator matrix 500: 458: 433: 330: 297: 267: 245: 213: 165: 136: 86: 51: 5065: 5064: 5057:Category:Matrices 4929:Fuzzy associative 4819:Doubly stochastic 4527:Positive-definite 4207:Block tridiagonal 4100:978-3-540-74226-5 4070:. April 13, 2017. 3976:Gans, P. (1992). 3955:David A. Freedman 3619: 3586: 3361: 3328: 3202:Blockwise formula 2352: 2319: 2177: 2129: 2052: 2004: 1982: 1976: 1950:of the errors is 1948:covariance matrix 1911: 1878: 1814: 1781: 1754: 1734: 1688: 1655: 1633: 1590:kernel regression 1578:smoothing splines 1453: 1420: 1279:Therefore, since 1252: 1219: 1169: 1143: 1105: 1079: 1007: 676:covariance matrix 606: 549:error propagation 525:of the residuals 523:covariance matrix 375: 242: 194: 162: 120:If the vector of 32:projection matrix 5090: 5052:List of matrices 5044: 5043: 5020:Row echelon form 4964:State transition 4893:Seidel adjacency 4775:Totally positive 4635:Alternating sign 4232:Complex Hadamard 4135: 4128: 4121: 4112: 4111: 4105: 4104: 4088: 4078: 4072: 4071: 4060: 4054: 4053: 4037: 4027: 4021: 4020: 4002: 3996: 3995: 3983: 3973: 3967: 3966: 3951: 3940: 3939: 3929: 3901: 3892: 3883: 3882: 3880: 3874:. Archived from 3873: 3865: 3859: 3858: 3838: 3788: 3786: 3785: 3780: 3778: 3766: 3764: 3763: 3758: 3756: 3740: 3738: 3737: 3732: 3730: 3714: 3712: 3711: 3706: 3704: 3692: 3690: 3689: 3684: 3679: 3671: 3663: 3652: 3644: 3632: 3630: 3629: 3624: 3622: 3621: 3620: 3614: 3608: 3607: 3599: 3595: 3594: 3589: 3588: 3587: 3581: 3569: 3558: 3550: 3535: 3533: 3532: 3527: 3522: 3521: 3515: 3507: 3499: 3494: 3493: 3487: 3476: 3468: 3457: 3449: 3434: 3432: 3431: 3426: 3421: 3413: 3405: 3394: 3386: 3374: 3372: 3371: 3366: 3364: 3363: 3362: 3356: 3350: 3349: 3341: 3337: 3336: 3331: 3330: 3329: 3323: 3311: 3300: 3292: 3280: 3278: 3277: 3272: 3270: 3269: 3262: 3255: 3239: 3227: 3225: 3224: 3219: 3217: 3178: 3176: 3175: 3170: 3168: 3156: 3154: 3153: 3148: 3146: 3115: 3113: 3112: 3107: 3105: 3097: 3096: 3091: 3062: 3060: 3059: 3054: 3052: 3039: 3037: 3036: 3031: 3026: 3018: 3014: 3013: 3005: 2995: 2987: 2982: 2978: 2977: 2969: 2950: 2948: 2947: 2942: 2940: 2932: 2927: 2923: 2922: 2914: 2897: 2895: 2894: 2889: 2884: 2876: 2861: 2859: 2858: 2853: 2851: 2839: 2837: 2836: 2831: 2829: 2811: 2801: 2799: 2798: 2793: 2791: 2779: 2765: 2763: 2762: 2757: 2755: 2737: 2735: 2734: 2729: 2718: 2697: 2695: 2694: 2689: 2678: 2657: 2647: 2645: 2644: 2639: 2637: 2622: 2620: 2619: 2614: 2612: 2600: 2598: 2597: 2592: 2590: 2582: 2581: 2576: 2563: 2561: 2560: 2555: 2553: 2539: 2537: 2536: 2531: 2529: 2521: 2513: 2501: 2499: 2498: 2493: 2491: 2478: 2476: 2475: 2470: 2465: 2457: 2452: 2444: 2436: 2424: 2422: 2421: 2416: 2411: 2403: 2395: 2384: 2365: 2363: 2362: 2357: 2355: 2354: 2353: 2347: 2341: 2340: 2332: 2328: 2327: 2322: 2321: 2320: 2314: 2295: 2293: 2292: 2287: 2285: 2253: 2251: 2250: 2245: 2225: 2224: 2205: 2203: 2202: 2197: 2195: 2194: 2186: 2180: 2179: 2178: 2172: 2166: 2165: 2157: 2153: 2152: 2147: 2146: 2138: 2132: 2131: 2130: 2124: 2112: 2104: 2085: 2083: 2082: 2077: 2075: 2070: 2069: 2061: 2055: 2054: 2053: 2047: 2041: 2040: 2032: 2028: 2027: 2022: 2021: 2013: 2007: 2006: 2005: 1999: 1984: 1983: 1980: 1978: 1977: 1972: 1967: 1927: 1925: 1924: 1919: 1914: 1913: 1912: 1906: 1900: 1899: 1891: 1887: 1886: 1881: 1880: 1879: 1873: 1861: 1853: 1835: 1833: 1832: 1827: 1822: 1817: 1816: 1815: 1809: 1803: 1802: 1794: 1790: 1789: 1784: 1783: 1782: 1776: 1764: 1756: 1755: 1747: 1744: 1736: 1735: 1730: 1725: 1709: 1707: 1706: 1701: 1696: 1691: 1690: 1689: 1683: 1677: 1676: 1668: 1664: 1663: 1658: 1657: 1656: 1650: 1635: 1634: 1626: 1594:linear filtering 1586:local regression 1548: 1546: 1545: 1540: 1538: 1523: 1521: 1520: 1515: 1510: 1502: 1497: 1489: 1466: 1464: 1463: 1458: 1456: 1455: 1454: 1448: 1442: 1441: 1433: 1429: 1428: 1423: 1422: 1421: 1415: 1403: 1391: 1389: 1388: 1383: 1381: 1369: 1367: 1366: 1361: 1359: 1347: 1345: 1344: 1339: 1337: 1325: 1323: 1322: 1317: 1315: 1303: 1301: 1300: 1295: 1293: 1274: 1272: 1271: 1266: 1264: 1260: 1255: 1254: 1253: 1247: 1241: 1240: 1232: 1228: 1227: 1222: 1221: 1220: 1214: 1195: 1189: 1180: 1172: 1171: 1170: 1164: 1151: 1146: 1145: 1144: 1138: 1131: 1116: 1108: 1107: 1106: 1100: 1087: 1082: 1081: 1080: 1074: 1067: 1066: 1048: 1046: 1045: 1040: 1029: 1018: 1010: 1009: 1008: 1002: 986: 984: 983: 978: 976: 964: 962: 961: 956: 954: 939: 937: 936: 931: 929: 917: 915: 914: 909: 907: 892: 890: 889: 884: 882: 870: 868: 867: 862: 860: 848: 846: 845: 840: 838: 826: 824: 823: 818: 816: 791: 789: 788: 783: 781: 780: 771: 767: 766: 758: 745: 744: 743: 737: 721: 719: 718: 713: 711: 706: 705: 693: 682:errors in which 673: 671: 670: 665: 663: 647: 645: 644: 639: 637: 633: 632: 624: 614: 609: 608: 607: 601: 597: 596: 588: 574: 573: 572: 566: 546: 544: 543: 538: 536: 509: 507: 506: 501: 499: 491: 483: 467: 465: 464: 459: 457: 442: 440: 439: 434: 429: 424: 420: 419: 411: 398: 393: 385: 377: 376: 368: 362: 354: 339: 337: 336: 331: 329: 306: 304: 303: 298: 296: 276: 274: 273: 268: 266: 254: 252: 251: 246: 244: 243: 235: 222: 220: 219: 214: 209: 204: 196: 195: 187: 174: 172: 171: 166: 164: 163: 155: 145: 143: 142: 137: 135: 95: 93: 92: 87: 82: 63:influence matrix 60: 58: 57: 52: 47: 5098: 5097: 5093: 5092: 5091: 5089: 5088: 5087: 5068: 5067: 5066: 5061: 5038: 5029: 4978: 4902: 4848: 4784: 4618: 4536: 4482: 4421: 4222:Centrosymmetric 4145: 4139: 4109: 4108: 4101: 4079: 4075: 4062: 4061: 4057: 4050: 4028: 4024: 4017: 4003: 3999: 3992: 3974: 3970: 3952: 3943: 3918:10.2307/2683469 3899: 3893: 3886: 3878: 3871: 3867: 3866: 3862: 3855: 3839: 3835: 3830: 3803: 3795: 3774: 3772: 3769: 3768: 3752: 3750: 3747: 3746: 3726: 3724: 3721: 3720: 3700: 3698: 3695: 3694: 3675: 3667: 3659: 3648: 3640: 3638: 3635: 3634: 3616: 3615: 3610: 3609: 3600: 3590: 3583: 3582: 3577: 3576: 3575: 3571: 3570: 3565: 3554: 3546: 3544: 3541: 3540: 3517: 3516: 3511: 3503: 3495: 3489: 3488: 3483: 3472: 3464: 3453: 3445: 3443: 3440: 3439: 3417: 3409: 3401: 3390: 3382: 3380: 3377: 3376: 3358: 3357: 3352: 3351: 3342: 3332: 3325: 3324: 3319: 3318: 3317: 3313: 3312: 3307: 3296: 3288: 3286: 3283: 3282: 3264: 3263: 3258: 3256: 3251: 3244: 3243: 3235: 3233: 3230: 3229: 3213: 3211: 3208: 3207: 3204: 3192:Cook's distance 3164: 3162: 3159: 3158: 3142: 3140: 3137: 3136: 3101: 3092: 3087: 3086: 3084: 3081: 3080: 3048: 3046: 3043: 3042: 3022: 3009: 3001: 3000: 2996: 2991: 2983: 2973: 2965: 2964: 2960: 2958: 2955: 2954: 2936: 2928: 2918: 2910: 2909: 2905: 2903: 2900: 2899: 2880: 2869: 2867: 2864: 2863: 2847: 2845: 2842: 2841: 2825: 2823: 2820: 2819: 2803: 2787: 2785: 2782: 2781: 2771: 2751: 2749: 2746: 2745: 2714: 2703: 2700: 2699: 2674: 2663: 2660: 2659: 2649: 2633: 2631: 2628: 2627: 2608: 2606: 2603: 2602: 2586: 2577: 2572: 2571: 2569: 2566: 2565: 2564:is idempotent: 2549: 2547: 2544: 2543: 2525: 2517: 2509: 2507: 2504: 2503: 2487: 2485: 2482: 2481: 2461: 2453: 2448: 2440: 2432: 2430: 2427: 2426: 2407: 2399: 2391: 2380: 2378: 2375: 2374: 2349: 2348: 2343: 2342: 2333: 2323: 2316: 2315: 2310: 2309: 2308: 2304: 2303: 2301: 2298: 2297: 2281: 2279: 2276: 2275: 2260: 2220: 2216: 2214: 2211: 2210: 2187: 2182: 2181: 2174: 2173: 2168: 2167: 2158: 2148: 2139: 2134: 2133: 2126: 2125: 2120: 2119: 2118: 2114: 2113: 2108: 2100: 2098: 2095: 2094: 2071: 2062: 2057: 2056: 2049: 2048: 2043: 2042: 2033: 2023: 2014: 2009: 2008: 2001: 2000: 1995: 1994: 1993: 1989: 1988: 1979: 1968: 1966: 1965: 1964: 1962: 1959: 1958: 1944: 1934: 1908: 1907: 1902: 1901: 1892: 1882: 1875: 1874: 1869: 1868: 1867: 1863: 1862: 1857: 1849: 1847: 1844: 1843: 1818: 1811: 1810: 1805: 1804: 1795: 1785: 1778: 1777: 1772: 1771: 1770: 1766: 1765: 1760: 1746: 1745: 1740: 1726: 1724: 1723: 1721: 1718: 1717: 1692: 1685: 1684: 1679: 1678: 1669: 1659: 1652: 1651: 1646: 1645: 1644: 1640: 1639: 1625: 1624: 1622: 1619: 1618: 1608: 1602: 1549:is a matrix of 1534: 1532: 1529: 1528: 1506: 1498: 1493: 1485: 1483: 1480: 1479: 1473: 1450: 1449: 1444: 1443: 1434: 1424: 1417: 1416: 1411: 1410: 1409: 1405: 1404: 1399: 1397: 1394: 1393: 1377: 1375: 1372: 1371: 1355: 1353: 1350: 1349: 1333: 1331: 1328: 1327: 1311: 1309: 1306: 1305: 1286: 1284: 1281: 1280: 1262: 1261: 1256: 1249: 1248: 1243: 1242: 1233: 1223: 1216: 1215: 1210: 1209: 1208: 1204: 1203: 1196: 1191: 1188: 1182: 1181: 1173: 1166: 1165: 1160: 1159: 1152: 1147: 1140: 1139: 1134: 1133: 1130: 1124: 1123: 1109: 1102: 1101: 1096: 1095: 1088: 1083: 1076: 1075: 1070: 1069: 1063: 1061: 1058: 1057: 1022: 1014: 1004: 1003: 998: 997: 995: 992: 991: 972: 970: 967: 966: 947: 945: 942: 941: 925: 923: 920: 919: 903: 901: 898: 897: 878: 876: 873: 872: 856: 854: 851: 850: 834: 832: 829: 828: 812: 810: 807: 806: 799: 776: 772: 762: 754: 753: 749: 739: 738: 733: 732: 730: 727: 726: 707: 701: 697: 689: 687: 684: 683: 659: 657: 654: 653: 628: 620: 619: 615: 610: 603: 602: 592: 584: 583: 579: 578: 568: 567: 562: 561: 559: 556: 555: 532: 530: 527: 526: 495: 487: 479: 477: 474: 473: 470:identity matrix 453: 451: 448: 447: 425: 415: 407: 406: 402: 394: 389: 381: 367: 366: 358: 350: 348: 345: 344: 325: 323: 320: 319: 313: 292: 290: 287: 286: 262: 260: 257: 256: 234: 233: 231: 228: 227: 205: 200: 186: 185: 183: 180: 179: 154: 153: 151: 148: 147: 131: 129: 126: 125: 122:response values 118: 98:response values 78: 73: 70: 69: 43: 38: 35: 34: 24: 17: 12: 11: 5: 5096: 5086: 5085: 5080: 5063: 5062: 5060: 5059: 5054: 5049: 5034: 5031: 5030: 5028: 5027: 5022: 5017: 5012: 5010:Perfect matrix 5007: 5002: 4997: 4992: 4986: 4984: 4980: 4979: 4977: 4976: 4971: 4966: 4961: 4956: 4951: 4946: 4941: 4936: 4931: 4926: 4921: 4916: 4910: 4908: 4904: 4903: 4901: 4900: 4895: 4890: 4885: 4880: 4875: 4870: 4865: 4859: 4857: 4850: 4849: 4847: 4846: 4841: 4836: 4831: 4826: 4821: 4816: 4811: 4806: 4801: 4795: 4793: 4786: 4785: 4783: 4782: 4780:Transformation 4777: 4772: 4767: 4762: 4757: 4752: 4747: 4742: 4737: 4732: 4727: 4722: 4717: 4712: 4707: 4702: 4697: 4692: 4687: 4682: 4677: 4672: 4667: 4662: 4657: 4652: 4647: 4642: 4637: 4632: 4626: 4624: 4620: 4619: 4617: 4616: 4611: 4606: 4601: 4596: 4591: 4586: 4581: 4576: 4571: 4566: 4557: 4551: 4549: 4538: 4537: 4535: 4534: 4529: 4524: 4519: 4517:Diagonalizable 4514: 4509: 4504: 4499: 4493: 4491: 4487:Conditions on 4484: 4483: 4481: 4480: 4475: 4470: 4465: 4460: 4455: 4450: 4445: 4440: 4435: 4429: 4427: 4423: 4422: 4420: 4419: 4414: 4409: 4404: 4399: 4394: 4389: 4384: 4379: 4374: 4369: 4367:Skew-symmetric 4364: 4362:Skew-Hermitian 4359: 4354: 4349: 4344: 4339: 4334: 4329: 4324: 4319: 4314: 4309: 4304: 4299: 4294: 4289: 4284: 4279: 4274: 4269: 4264: 4259: 4254: 4249: 4244: 4239: 4234: 4229: 4224: 4219: 4214: 4209: 4204: 4199: 4197:Block-diagonal 4194: 4189: 4184: 4179: 4174: 4172:Anti-symmetric 4169: 4167:Anti-Hermitian 4164: 4159: 4153: 4151: 4147: 4146: 4138: 4137: 4130: 4123: 4115: 4107: 4106: 4099: 4073: 4068:Stack Exchange 4055: 4048: 4022: 4015: 3997: 3990: 3968: 3941: 3884: 3881:on 2014-09-03. 3860: 3853: 3832: 3831: 3829: 3826: 3825: 3824: 3819: 3814: 3809: 3802: 3799: 3794: 3791: 3777: 3755: 3729: 3703: 3682: 3678: 3674: 3670: 3666: 3662: 3658: 3655: 3651: 3647: 3643: 3613: 3606: 3603: 3598: 3593: 3580: 3574: 3568: 3564: 3561: 3557: 3553: 3549: 3537: 3536: 3525: 3520: 3514: 3510: 3506: 3502: 3498: 3492: 3486: 3482: 3479: 3475: 3471: 3467: 3463: 3460: 3456: 3452: 3448: 3424: 3420: 3416: 3412: 3408: 3404: 3400: 3397: 3393: 3389: 3385: 3355: 3348: 3345: 3340: 3335: 3322: 3316: 3310: 3306: 3303: 3299: 3295: 3291: 3268: 3261: 3257: 3254: 3250: 3249: 3247: 3242: 3238: 3216: 3203: 3200: 3183:of the model. 3167: 3145: 3104: 3100: 3095: 3090: 3065: 3064: 3051: 3040: 3029: 3025: 3021: 3017: 3012: 3008: 3004: 2999: 2994: 2990: 2986: 2981: 2976: 2972: 2968: 2963: 2952: 2939: 2935: 2931: 2926: 2921: 2917: 2913: 2908: 2887: 2883: 2879: 2875: 2872: 2850: 2828: 2817: 2790: 2754: 2738: 2727: 2724: 2721: 2717: 2713: 2710: 2707: 2687: 2684: 2681: 2677: 2673: 2670: 2667: 2636: 2624: 2611: 2589: 2585: 2580: 2575: 2552: 2541: 2528: 2524: 2520: 2516: 2512: 2490: 2479: 2468: 2464: 2460: 2456: 2451: 2447: 2443: 2439: 2435: 2414: 2410: 2406: 2402: 2398: 2394: 2390: 2387: 2383: 2346: 2339: 2336: 2331: 2326: 2313: 2307: 2284: 2264:linear algebra 2259: 2256: 2243: 2240: 2237: 2234: 2231: 2228: 2223: 2219: 2207: 2206: 2193: 2190: 2185: 2171: 2164: 2161: 2156: 2151: 2145: 2142: 2137: 2123: 2117: 2111: 2107: 2103: 2088: 2087: 2074: 2068: 2065: 2060: 2046: 2039: 2036: 2031: 2026: 2020: 2017: 2012: 1998: 1992: 1987: 1975: 1971: 1954:. Then since 1933: 1930: 1929: 1928: 1917: 1905: 1898: 1895: 1890: 1885: 1872: 1866: 1860: 1856: 1852: 1837: 1836: 1825: 1821: 1808: 1801: 1798: 1793: 1788: 1775: 1769: 1763: 1759: 1753: 1750: 1743: 1739: 1733: 1729: 1711: 1710: 1699: 1695: 1682: 1675: 1672: 1667: 1662: 1649: 1643: 1638: 1632: 1629: 1601: 1598: 1537: 1525: 1524: 1513: 1509: 1505: 1501: 1496: 1492: 1488: 1472: 1469: 1447: 1440: 1437: 1432: 1427: 1414: 1408: 1402: 1380: 1358: 1336: 1314: 1292: 1289: 1277: 1276: 1259: 1246: 1239: 1236: 1231: 1226: 1213: 1207: 1202: 1199: 1197: 1194: 1190: 1187: 1184: 1183: 1179: 1176: 1163: 1158: 1155: 1153: 1150: 1137: 1132: 1129: 1126: 1125: 1122: 1119: 1115: 1112: 1099: 1094: 1091: 1089: 1086: 1073: 1068: 1065: 1051: 1050: 1038: 1035: 1032: 1028: 1025: 1021: 1017: 1013: 1001: 975: 953: 950: 928: 906: 881: 871:is the vector 859: 837: 815: 798: 795: 794: 793: 779: 775: 770: 765: 761: 757: 752: 748: 742: 736: 710: 704: 700: 696: 692: 662: 650: 649: 636: 631: 627: 623: 618: 613: 600: 595: 591: 587: 582: 577: 571: 565: 535: 498: 494: 490: 486: 482: 456: 444: 443: 432: 428: 423: 418: 414: 410: 405: 401: 397: 392: 388: 384: 380: 374: 371: 365: 361: 357: 353: 328: 312: 309: 295: 281:as it "puts a 277:is also named 265: 241: 238: 224: 223: 212: 208: 203: 199: 193: 190: 161: 158: 134: 124:is denoted by 117: 114: 85: 81: 77: 50: 46: 42: 15: 9: 6: 4: 3: 2: 5095: 5084: 5081: 5079: 5076: 5075: 5073: 5058: 5055: 5053: 5050: 5048: 5047: 5042: 5036: 5035: 5032: 5026: 5023: 5021: 5018: 5016: 5015:Pseudoinverse 5013: 5011: 5008: 5006: 5003: 5001: 4998: 4996: 4993: 4991: 4988: 4987: 4985: 4983:Related terms 4981: 4975: 4974:Z (chemistry) 4972: 4970: 4967: 4965: 4962: 4960: 4957: 4955: 4952: 4950: 4947: 4945: 4942: 4940: 4937: 4935: 4932: 4930: 4927: 4925: 4922: 4920: 4917: 4915: 4912: 4911: 4909: 4905: 4899: 4896: 4894: 4891: 4889: 4886: 4884: 4881: 4879: 4876: 4874: 4871: 4869: 4866: 4864: 4861: 4860: 4858: 4856: 4851: 4845: 4842: 4840: 4837: 4835: 4832: 4830: 4827: 4825: 4822: 4820: 4817: 4815: 4812: 4810: 4807: 4805: 4802: 4800: 4797: 4796: 4794: 4792: 4787: 4781: 4778: 4776: 4773: 4771: 4768: 4766: 4763: 4761: 4758: 4756: 4753: 4751: 4748: 4746: 4743: 4741: 4738: 4736: 4733: 4731: 4728: 4726: 4723: 4721: 4718: 4716: 4713: 4711: 4708: 4706: 4703: 4701: 4698: 4696: 4693: 4691: 4688: 4686: 4683: 4681: 4678: 4676: 4673: 4671: 4668: 4666: 4663: 4661: 4658: 4656: 4653: 4651: 4648: 4646: 4643: 4641: 4638: 4636: 4633: 4631: 4628: 4627: 4625: 4621: 4615: 4612: 4610: 4607: 4605: 4602: 4600: 4597: 4595: 4592: 4590: 4587: 4585: 4582: 4580: 4577: 4575: 4572: 4570: 4567: 4565: 4561: 4558: 4556: 4553: 4552: 4550: 4548: 4544: 4539: 4533: 4530: 4528: 4525: 4523: 4520: 4518: 4515: 4513: 4510: 4508: 4505: 4503: 4500: 4498: 4495: 4494: 4492: 4490: 4485: 4479: 4476: 4474: 4471: 4469: 4466: 4464: 4461: 4459: 4456: 4454: 4451: 4449: 4446: 4444: 4441: 4439: 4436: 4434: 4431: 4430: 4428: 4424: 4418: 4415: 4413: 4410: 4408: 4405: 4403: 4400: 4398: 4395: 4393: 4390: 4388: 4385: 4383: 4380: 4378: 4375: 4373: 4370: 4368: 4365: 4363: 4360: 4358: 4355: 4353: 4350: 4348: 4345: 4343: 4340: 4338: 4335: 4333: 4332:Pentadiagonal 4330: 4328: 4325: 4323: 4320: 4318: 4315: 4313: 4310: 4308: 4305: 4303: 4300: 4298: 4295: 4293: 4290: 4288: 4285: 4283: 4280: 4278: 4275: 4273: 4270: 4268: 4265: 4263: 4260: 4258: 4255: 4253: 4250: 4248: 4245: 4243: 4240: 4238: 4235: 4233: 4230: 4228: 4225: 4223: 4220: 4218: 4215: 4213: 4210: 4208: 4205: 4203: 4200: 4198: 4195: 4193: 4190: 4188: 4185: 4183: 4180: 4178: 4175: 4173: 4170: 4168: 4165: 4163: 4162:Anti-diagonal 4160: 4158: 4155: 4154: 4152: 4148: 4143: 4136: 4131: 4129: 4124: 4122: 4117: 4116: 4113: 4102: 4096: 4092: 4087: 4086: 4077: 4069: 4065: 4059: 4051: 4049:0-674-00560-0 4045: 4041: 4036: 4035: 4026: 4018: 4016:0-471-17082-8 4012: 4008: 4001: 3993: 3991:0-471-93412-7 3987: 3982: 3981: 3972: 3964: 3960: 3956: 3950: 3948: 3946: 3937: 3933: 3928: 3923: 3919: 3915: 3911: 3907: 3906: 3898: 3891: 3889: 3877: 3870: 3864: 3856: 3854:0-486-44538-0 3850: 3846: 3845: 3837: 3833: 3823: 3820: 3818: 3815: 3813: 3810: 3808: 3805: 3804: 3798: 3790: 3744: 3743:sparse matrix 3718: 3664: 3656: 3604: 3601: 3596: 3572: 3562: 3539:where, e.g., 3523: 3480: 3461: 3438: 3437: 3436: 3406: 3398: 3346: 3343: 3338: 3314: 3304: 3266: 3245: 3240: 3199: 3197: 3193: 3189: 3184: 3182: 3134: 3130: 3126: 3125:linear models 3121: 3119: 3098: 3093: 3078: 3074: 3070: 3041: 3027: 3019: 3015: 3006: 2997: 2988: 2979: 2970: 2961: 2953: 2933: 2924: 2915: 2906: 2885: 2877: 2818: 2815: 2810: 2806: 2778: 2774: 2769: 2743: 2739: 2725: 2722: 2708: 2705: 2685: 2682: 2668: 2665: 2656: 2652: 2625: 2583: 2578: 2542: 2522: 2514: 2480: 2466: 2458: 2445: 2437: 2412: 2396: 2385: 2373: 2372: 2371: 2369: 2337: 2334: 2329: 2305: 2296:. (Note that 2273: 2269: 2265: 2255: 2241: 2238: 2235: 2232: 2229: 2226: 2221: 2217: 2191: 2188: 2162: 2159: 2154: 2143: 2140: 2115: 2105: 2093: 2092: 2091: 2066: 2063: 2037: 2034: 2029: 2018: 2015: 1990: 1985: 1969: 1957: 1956: 1955: 1953: 1949: 1943: 1939: 1915: 1896: 1893: 1888: 1864: 1854: 1842: 1841: 1840: 1823: 1799: 1796: 1791: 1767: 1757: 1737: 1716: 1715: 1714: 1697: 1673: 1670: 1665: 1641: 1636: 1617: 1616: 1615: 1613: 1607: 1597: 1595: 1591: 1587: 1583: 1579: 1575: 1570: 1568: 1567: 1562: 1561: 1556: 1555:design matrix 1552: 1511: 1503: 1490: 1478: 1477: 1476: 1468: 1438: 1435: 1430: 1406: 1237: 1234: 1229: 1205: 1200: 1198: 1156: 1154: 1120: 1117: 1092: 1090: 1056: 1055: 1054: 1036: 1033: 1019: 990: 989: 988: 803: 777: 773: 768: 759: 750: 746: 725: 724: 723: 702: 698: 694: 681: 677: 634: 625: 616: 598: 589: 580: 575: 554: 553: 552: 550: 524: 519: 517: 513: 492: 484: 472:. The matrix 471: 430: 421: 412: 403: 399: 386: 378: 363: 355: 343: 342: 341: 318: 308: 284: 280: 210: 197: 178: 177: 176: 123: 113: 111: 107: 103: 102:fitted values 99: 68: 64: 33: 29: 22: 5037: 4969:Substitution 4855:graph theory 4828: 4352:Quaternionic 4342:Persymmetric 4084: 4076: 4067: 4058: 4033: 4025: 4006: 4000: 3979: 3971: 3958: 3912:(1): 17–22. 3909: 3903: 3876:the original 3863: 3843: 3836: 3796: 3538: 3205: 3185: 3122: 3069:linear model 3066: 2813: 2808: 2804: 2776: 2772: 2767: 2658:matrix with 2654: 2650: 2601:, and so is 2272:column space 2261: 2208: 2089: 1951: 1945: 1838: 1712: 1609: 1571: 1565: 1564: 1559: 1558: 1526: 1474: 1471:Linear model 1278: 1052: 895: 651: 520: 515: 511: 445: 314: 278: 225: 119: 66: 62: 31: 25: 4944:Hamiltonian 4868:Biadjacency 4804:Correlation 4720:Householder 4670:Commutation 4407:Vandermonde 4402:Tridiagonal 4337:Permutation 4327:Nonnegative 4312:Matrix unit 4192:Bisymmetric 3927:1721.1/1920 3741:is a large 3079:, that is, 2802:consist of 2766:consist of 2742:eigenvalues 5072:Categories 4844:Transition 4839:Stochastic 4809:Covariance 4791:statistics 4770:Symplectic 4765:Similarity 4594:Unimodular 4589:Orthogonal 4574:Involutory 4569:Invertible 4564:Projection 4560:Idempotent 4502:Convergent 4397:Triangular 4347:Polynomial 4292:Hessenberg 4262:Equivalent 4257:Elementary 4237:Copositive 4227:Conference 4187:Bidiagonal 3828:References 3077:idempotent 2258:Properties 805:A matrix, 279:hat matrix 116:Definition 67:hat matrix 28:statistics 5025:Wronskian 4949:Irregular 4939:Gell-Mann 4888:Laplacian 4883:Incidence 4863:Adjacency 4834:Precision 4799:Centering 4705:Generator 4675:Confusion 4660:Circulant 4640:Augmented 4599:Unipotent 4579:Nilpotent 4555:Congruent 4532:Stieltjes 4507:Defective 4497:Companion 4468:Redheffer 4387:Symmetric 4382:Sylvester 4357:Signature 4287:Hermitian 4267:Frobenius 4177:Arrowhead 4157:Alternant 4009:. Wiley. 3984:. Wiley. 3665:− 3602:− 3407:− 3344:− 3073:symmetric 3007:− 2971:− 2916:− 2812:ones and 2770:ones and 2709:⁡ 2669:⁡ 2523:− 2459:⊥ 2446:− 2397:− 2335:− 2270:onto the 2233:⋅ 2189:− 2184:Σ 2160:− 2141:− 2136:Σ 2064:− 2059:Σ 2035:− 2016:− 2011:Σ 1974:^ 1970:β 1894:− 1797:− 1752:^ 1749:β 1732:^ 1671:− 1631:^ 1628:β 1508:ε 1500:β 1436:− 1235:− 1186:⇒ 1128:⇒ 1093:− 1020:− 797:Intuition 774:σ 760:− 735:Σ 699:σ 691:Σ 661:Σ 626:− 612:Σ 590:− 564:Σ 551:, equals 493:− 413:− 387:− 373:^ 364:− 317:residuals 240:^ 192:^ 160:^ 110:leverages 106:influence 5083:Matrices 4853:Used in 4789:Used in 4750:Rotation 4725:Jacobian 4685:Distance 4665:Cofactor 4650:Carleman 4630:Adjugate 4614:Weighing 4547:inverses 4543:products 4512:Definite 4443:Identity 4433:Exchange 4426:Constant 4392:Toeplitz 4277:Hadamard 4247:Diagonal 3957:(2009). 3801:See also 3719:, where 3188:leverage 2862: : 1370:is just 4954:Overlap 4919:Density 4878:Edmonds 4755:Seifert 4715:Hessian 4680:Coxeter 4604:Unitary 4522:Hurwitz 4453:Of ones 4438:Hilbert 4372:Skyline 4317:Metzler 4307:Logical 4302:Integer 4212:Boolean 4144:classes 3936:2683469 3793:History 2698:, then 2366:is the 674:is the 514:or the 468:is the 4873:Degree 4814:Design 4745:Random 4735:Payoff 4730:Moment 4655:Cartan 4645:Bézout 4584:Normal 4458:Pascal 4448:Lehmer 4377:Sparse 4297:Hollow 4282:Hankel 4217:Cauchy 4142:Matrix 4097:  4046:  4042:–461. 4013:  3988:  3934:  3851:  3127:, the 2898:hence 2816:zeros. 2648:is an 1612:errors 1592:, and 1527:where 652:where 446:where 30:, the 4934:Gamma 4898:Tutte 4760:Shear 4473:Shift 4463:Pauli 4412:Walsh 4322:Moore 4202:Block 3932:JSTOR 3900:(PDF) 3879:(PDF) 3872:(PDF) 3129:trace 1553:(the 1392:, or 1348:onto 940:, is 547:, by 4740:Pick 4710:Gram 4478:Zero 4182:Band 4095:ISBN 4044:ISBN 4011:ISBN 3986:ISBN 3849:ISBN 3633:and 3190:and 3133:rank 3123:For 3075:and 2740:The 2706:rank 2666:rank 2425:and 1940:and 521:The 4829:Hat 4562:or 4545:or 4091:323 4040:460 3922:hdl 3914:doi 3135:of 3071:is 2744:of 2626:If 1981:GLS 1557:), 518:. 307:". 285:on 283:hat 226:As 65:or 26:In 5074:: 4093:. 4066:. 3961:. 3944:^ 3930:. 3920:. 3910:32 3908:. 3902:. 3887:^ 3399::= 3305::= 2807:− 2775:− 2653:× 2515::= 1855::= 1596:. 1588:, 1584:, 1580:, 1576:, 1467:. 485::= 175:, 4959:S 4417:Z 4134:e 4127:t 4120:v 4103:. 4052:. 4019:. 3994:. 3965:. 3938:. 3924:: 3916:: 3857:. 3776:X 3754:X 3728:A 3702:A 3681:] 3677:A 3673:[ 3669:P 3661:I 3657:= 3654:] 3650:A 3646:[ 3642:M 3618:T 3612:A 3605:1 3597:) 3592:A 3585:T 3579:A 3573:( 3567:A 3563:= 3560:] 3556:A 3552:[ 3548:P 3524:, 3519:] 3513:B 3509:] 3505:A 3501:[ 3497:M 3491:[ 3485:P 3481:+ 3478:] 3474:A 3470:[ 3466:P 3462:= 3459:] 3455:X 3451:[ 3447:P 3423:] 3419:X 3415:[ 3411:P 3403:I 3396:] 3392:X 3388:[ 3384:M 3360:T 3354:X 3347:1 3339:) 3334:X 3327:T 3321:X 3315:( 3309:X 3302:] 3298:X 3294:[ 3290:P 3267:] 3260:B 3253:A 3246:[ 3241:= 3237:X 3215:X 3166:y 3144:X 3103:P 3099:= 3094:2 3089:P 3050:P 3028:. 3024:0 3020:= 3016:) 3011:P 3003:I 2998:( 2993:P 2989:= 2985:P 2980:) 2975:P 2967:I 2962:( 2951:. 2938:0 2934:= 2930:X 2925:) 2920:P 2912:I 2907:( 2886:, 2882:X 2878:= 2874:X 2871:P 2849:P 2827:X 2814:r 2809:r 2805:n 2789:M 2777:r 2773:n 2768:r 2753:P 2726:r 2723:= 2720:) 2716:P 2712:( 2686:r 2683:= 2680:) 2676:X 2672:( 2655:r 2651:n 2635:X 2623:. 2610:M 2588:P 2584:= 2579:2 2574:P 2551:P 2540:. 2527:P 2519:I 2511:M 2489:P 2467:. 2463:X 2455:y 2450:P 2442:y 2438:= 2434:u 2413:, 2409:y 2405:) 2401:P 2393:I 2389:( 2386:= 2382:u 2351:T 2345:X 2338:1 2330:) 2325:X 2318:T 2312:X 2306:( 2283:X 2242:H 2239:= 2236:H 2230:H 2227:= 2222:2 2218:H 2192:1 2176:T 2170:X 2163:1 2155:) 2150:X 2144:1 2128:T 2122:X 2116:( 2110:X 2106:= 2102:H 2086:. 2073:y 2067:1 2051:T 2045:X 2038:1 2030:) 2025:X 2019:1 2003:T 1997:X 1991:( 1986:= 1952:Σ 1916:. 1910:T 1904:X 1897:1 1889:) 1884:X 1877:T 1871:X 1865:( 1859:X 1851:P 1824:. 1820:y 1813:T 1807:X 1800:1 1792:) 1787:X 1780:T 1774:X 1768:( 1762:X 1758:= 1742:X 1738:= 1728:y 1698:, 1694:y 1687:T 1681:X 1674:1 1666:) 1661:X 1654:T 1648:X 1642:( 1637:= 1566:ε 1560:β 1536:X 1512:, 1504:+ 1495:X 1491:= 1487:y 1452:T 1446:A 1439:1 1431:) 1426:A 1419:T 1413:A 1407:( 1401:A 1379:A 1357:x 1335:b 1313:A 1291:x 1288:A 1275:. 1258:b 1251:T 1245:A 1238:1 1230:) 1225:A 1218:T 1212:A 1206:( 1201:= 1193:x 1178:x 1175:A 1168:T 1162:A 1157:= 1149:b 1142:T 1136:A 1121:0 1118:= 1114:x 1111:A 1104:T 1098:A 1085:b 1078:T 1072:A 1049:. 1037:0 1034:= 1031:) 1027:x 1024:A 1016:b 1012:( 1006:T 1000:A 974:A 952:x 949:A 927:A 905:b 880:x 858:A 836:b 814:A 792:. 778:2 769:) 764:P 756:I 751:( 747:= 741:r 709:I 703:2 695:= 648:, 635:) 630:P 622:I 617:( 605:T 599:) 594:P 586:I 581:( 576:= 570:r 534:r 497:P 489:I 481:M 455:I 431:. 427:y 422:) 417:P 409:I 404:( 400:= 396:y 391:P 383:y 379:= 370:y 360:y 356:= 352:r 327:r 294:y 264:P 237:y 211:. 207:y 202:P 198:= 189:y 157:y 133:y 84:) 80:H 76:( 49:) 45:P 41:( 23:.

Index

Projection (linear algebra)
statistics
response values
fitted values
influence
leverages
response values
hat
residuals
identity matrix
covariance matrix
error propagation
covariance matrix
independent and identically distributed

explanatory variables
design matrix
linear least squares
smoothing splines
regression splines
local regression
kernel regression
linear filtering
Ordinary least squares
errors
Weighted least squares
Generalized least squares
covariance matrix
linear algebra
orthogonal projection

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