Index: The Book of Statistical ProofsStatistical Models ▷ Univariate normal data ▷ Multiple linear regression ▷ Residual-forming matrix

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:

\[\label{eq:pm} Ry = \hat{\varepsilon} = y - \hat{y} = y - X \hat{\beta} \; .\]

Metadata: ID: D83 | shortcut: rfmat | author: JoramSoch | date: 2020-07-22, 05:35.