For a linear smoother Y=HY, its effective degrees of freedom are tr(H). This measures sensitivity of fitted values to responses even when H is not an orthogonal projection.
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- Linear smoother
- Fitted values
- Linear regression
- Normal linear model
- Statistical modelling
- Statistical model
- Probability and statistics
- Area of mathematics
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- Adjusted coefficient of determination
- Covariance formula for prediction optimism
- Fitted values
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