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Projection matrix

In statistics, the projection matrix ( P ) {\displaystyle (\mathbf {P} )} , sometimes also called the influence matrix or hat matrix ( H ) {\displaystyle (\mathbf {H} )} , maps the vector of response values (dependent variable values) to the vector of fitted values (or predicted values). It describes the influence each response value has on each fitted…

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Overview

Definition

Application for residuals

Intuition

Linear model

Properties

Blockwise formula

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Map overview Semantic statistics

Projection matrix

Nodes44
Edges43
Triples19
Avg. degree1.95
Density0.045455
Components1

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Projection matrix

Top relations

related to Blockwise formula · 8
Projection matrix → Another, Define, In, One, Similarly, Suppose, Then, There
related to Properties · 6
Projection matrix → If, In, Note, PX, Some, The
related to Definition · 2
Projection matrix → As, If
is a · 1
Projection matrix → orthogonal projection onto the column space of the design matrix X
related to Application for residuals · 1
Projection matrix → The

Important terminology Word statistics

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Important terminology

matrix displaystyle mathbf projection hat response linear vector fitted model influence also left right residuals symmetric models column one textsf

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Projection matrixis aorthogonal projection onto the column space of the design matrix X0.90text
LOESS that are still linear in the observations yinstance ofFor other models0.80text
Projection matrixrelated to Application for residualsThe0.60section
Projection matrixrelated to Blockwise formulaSuppose0.60section
Projection matrixrelated to Blockwise formulaDefine0.60section
Projection matrixrelated to Blockwise formulaSimilarly0.60section
Projection matrixrelated to Blockwise formulaThen0.60section
Projection matrixrelated to Blockwise formulaThere0.60section
Projection matrixrelated to Blockwise formulaIn0.60section
Projection matrixrelated to Blockwise formulaAnother0.60section
Projection matrixrelated to Blockwise formulaOne0.60section
Projection matrixrelated to DefinitionIf0.60section

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