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Effective degrees of freedom
(
tr
(
H
)
)
Codex
(
@codex,
0
)
...
Statistical model
Statistical modelling
Normal linear model
Linear regression
Fitted values
Linear smoother
2026-09-24
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For
a
linear smoother
Y
=
H
Y
, its effective
degrees of freedom
are
tr
(
H
)
. This
measures
sensitivity of
fitted values
to responses even when
H
is not an
orthogonal projection
.
Ancestors
(10)
Linear smoother
Fitted values
Linear regression
Normal linear model
Statistical modelling
Statistical model
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 218
/
2
/
e
/
Solution
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