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.
KeywordsOrthogonal Polynomial Polynomial Regression Simple Linear Regression Design Matrix Linear Prediction
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