Abstract
A regression model is any general linear model Y = Xβ + e in which X′X is nonsingular. X′X is nonsingular if and only if the n × p matrix X has rank p. In regression models, the parameter vector β is estimable. Let P′ = (X′ X)-1 X′, then β= P′Xβ.
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© 1996 Springer Science+Business Media New York
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Christensen, R. (1996). Regression Analysis. In: Plane Answers to Complex Questions. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2477-6_6
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DOI: https://doi.org/10.1007/978-1-4757-2477-6_6
Publisher Name: Springer, New York, NY
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