Definition: Residual-forming matrix
Index: The Book of Statistical Proofs ▷ Statistical Models ▷ Univariate normal data ▷ Multiple linear regression ▷ Residual-forming matrix
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Metadata: ID: D83 | shortcut: rfmat | author: JoramSoch | date: 2020-07-22, 05:35.
Definition: In multiple linear regression, the residual-forming matrix is the matrix $R$ that results in the vector of residuals left over by estimated parameters when right-multiplied with the measured data:
\[\label{eq:pm} Ry = \hat{\varepsilon} = y - \hat{y} = y - X \hat{\beta} \; .\]- Wikipedia (2020): "Projection matrix"; in: Wikipedia, the free encyclopedia, retrieved on 2020-07-22; URL: https://en.wikipedia.org/wiki/Projection_matrix#Properties.
Metadata: ID: D83 | shortcut: rfmat | author: JoramSoch | date: 2020-07-22, 05:35.