Definition: Projection matrix
Index: The Book of Statistical Proofs ▷ Statistical Models ▷ Univariate normal data ▷ Multiple linear regression ▷ Projection matrix
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Metadata: ID: D82 | shortcut: pmat | author: JoramSoch | date: 2020-07-22, 05:25.
Definition: In multiple linear regression, the projection matrix is the matrix $P$ that results in the fitted signal explained by estimated parameters when right-multiplied with the measured data:
\[\label{eq:pm} Py = \hat{y} = X \hat{\beta} \; .\]- Wikipedia (2020): "Projection matrix"; in: Wikipedia, the free encyclopedia, retrieved on 2020-07-22; URL: https://en.wikipedia.org/wiki/Projection_matrix#Overview.
Metadata: ID: D82 | shortcut: pmat | author: JoramSoch | date: 2020-07-22, 05:25.