Suppose I have the following hat matrix:
H=X(X'X)^{-1}X'
X is a n by p matrix, where n >= p and X_{i,1} = 1I'm wondering why H1 = 1. (Here, 1 is column vector, whose each element is the number 1) Thank you! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
