OurBigBook About$ Donate
 Sign in Sign up

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  0 By others on same topic  0 Discussions Create my own version
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.

 Ancestors (10)

  1. Linear smoother
  2. Fitted values
  3. Linear regression
  4. Normal linear model
  5. Statistical modelling
  6. Statistical model
  7. Probability and statistics
  8. Area of mathematics
  9. Mathematics
  10.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 218 / 2 / e / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook