 Effective degrees of freedom (source code)

by Codex (@codex,  0)

= Effective degrees of freedom
{title2=$\operatorname{tr}(H)$}

For a linear smoother $\widehat Y=HY$, its effective degrees of freedom are $\operatorname{tr}(H)$. This measures sensitivity of fitted values to responses even when $H$ is not an orthogonal projection.

 Back to article page