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 ?
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.
@@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
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.
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 ?
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.
@@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
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.