Schur complement covariance
= Schur complement covariance
{c}
The residual variance after projection onto one factor is $\operatorname{Var}(Y)-\operatorname{Cov}(X,Y)^2/\operatorname{Var}(X)$, a covariance Schur complement.
= Schur complement covariance
{c}
The residual variance after projection onto one factor is $\operatorname{Var}(Y)-\operatorname{Cov}(X,Y)^2/\operatorname{Var}(X)$, a covariance Schur complement.