residual maker matrix

E590316

A residual maker matrix is a linear algebra operator in regression analysis that projects data onto the space orthogonal to the regressors, yielding the vector of residuals.

All labels observed (1)

Label Occurrences
residual maker matrix canonical 1

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Statements (43)

Predicate Object
instanceOf linear operator ⓘ
matrix ⓘ
projection matrix ⓘ
actsOn response vector y ⓘ
alsoKnownAs annihilator matrix ⓘ
error projection matrix ⓘ
residual projection matrix ⓘ
appearsIn ANOVA decomposition ⓘ
general linear models ⓘ
ordinary least squares ⓘ
assumes design matrix X has full column rank for standard formulas ⓘ
commutesWith hat matrix H ⓘ
definedFor linear regression model y = Xβ + ε ⓘ
dimension n×n (for n observations) ⓘ
equation HM = 0 ⓘ
M' = M ⓘ
MH = 0 ⓘ
M^2 = M ⓘ
field linear algebra ⓘ
linear regression ⓘ
statistics ⓘ
generalizationOf orthogonal projection onto a subspace complement ⓘ
image orthogonal complement of the column space of X ⓘ
nullSpace column space of X ⓘ
orthogonalTo column space of X ⓘ
projectsOnto orthogonal complement of the column space of X ⓘ
property idempotent ⓘ
symmetric ⓘ
rank n - p (for full column rank X of size n×p) ⓘ
relatedConcept error space in regression ⓘ
orthogonal decomposition of y into fitted values and residuals ⓘ
projection onto column space of X ⓘ
relatedTo hat matrix ⓘ
relation M = I - H ⓘ
e = My ⓘ
symbol I - H ⓘ
M ⓘ
trace n - p (for full column rank X) ⓘ
usedFor computing regression residuals ⓘ
decomposing sums of squares in regression ⓘ
deriving properties of least squares estimators ⓘ
projection of data onto error space ⓘ
yields residual vector e ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Frisch–Waugh–Lovell theorem → relatedTo → residual maker matrix ⓘ