Abstract
A regression model is any general linear model, Y = Xβ - e where X′X is nonsingular. X′X is nonsingular, if and only if the n × p matrix X has rank p (assuming n ≥ p). In regression models, the parameter vector β is estimable. Let P = (XX)-1 X, then β = P′Xβ.
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© 1987 Springer Science+Business Media New York
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Christensen, R. (1987). Regression Analysis. In: Plane Answers to Complex Questions. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-1951-2_6
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DOI: https://doi.org/10.1007/978-1-4757-1951-2_6
Publisher Name: Springer, New York, NY
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