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发帖数: 1144 | 1 X is an n*p matrix with n observations and p variables, \beta is the p*1 vector for a regression model, and then Y = X \beta is the n*1 prediction vector.
My question:
Define diag(\beta) as the p*p diagonal matrix whose diagonal elements are \beta, then is there a name for the quantity: X diag(\beta)? Note that this quantity is a n*p matrix, where each column is basically "the prediction values from one dimension of \beta".
Thanks! |
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