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LINMOD · 1

The general linear model

10 concepts · 17 questions

1 / 10

remark

Overview 1The plan of this section

$\hat Y = HY$ is a projection; projections of normal vectors give $\chi^2$ , $t$ and $F$ statistics.

Quick check

What does the normal equation $X^{\mathsf T}(Y - X\hat\beta) = 0$ say geometrically?

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