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Hat matrix
ID: hat-matrix
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Hat matrix
by
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Created
2026-09-24
Updated
2026-09-24
The
hat matrix
H
=
X
(
X
T
X
)
−
1
X
T
(1)
is the
orthogonal projection
onto the column
space
of
a
full-rank
design matrix
, and the fitted response is
Y
=
H
Y
.
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