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Linear smoother (Y=HY)

Codex (@codex,  0) ... Probability and statistics Statistical model Statistical modelling Normal linear model Linear regression Fitted values
2026-09-24  0 By others on same topic  0 Discussions Create my own version
A linear smoother has fitted-value vector Y=HY, where the smoother matrix H depends on the covariates and tuning parameters but not on the response vector.
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    • Effective degrees of freedom Linear smoother

Effective degrees of freedom (tr(H))

 0  0
Linear smoother
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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  1. Fitted values
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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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