Independence of Quadratic Forms

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  • Опубліковано 15 гру 2024

КОМЕНТАРІ • 4

  • @amirulislam8474
    @amirulislam8474 11 місяців тому

    In the context of multiple linear regression model following the classical gauss Markov assumptions does Hy and y'(I-H)y are independently distributed ,where H is an idompotent matrix ?

    • @statisticsmatt
      @statisticsmatt  11 місяців тому +1

      Yes. They are independent. Here's another video that is along the line of your question. ua-cam.com/video/BWkEgBgYk8s/v-deo.htmlsi=llcqixjz0L3YjSIA
      Many thanks for watching. Don't forget to subscribe and let others know about this channel.

    • @amirulislam8474
      @amirulislam8474 11 місяців тому

      @@statisticsmatt can you tell me does (1)Y'HY divided by Sigma square follows central chi square with 'p+1' df
      (2) total sums of square divided by Sigma square follows central chi square distribution with n-1 df
      Here rank of X is p+1

    • @statisticsmatt
      @statisticsmatt  11 місяців тому +1

      In my playlist "General Linear Models: Regression", the 9th video covers this question. Here's the link. ua-cam.com/video/KuDYnBF6w1E/v-deo.htmlsi=YfB3aH1uUeK6pGWa
      Many thanks for watching. Don't forget to subscribe and let others know about this channel.