H projects vectors onto the range of X so any vector already in the
range of X gets projected onto itself.
On Sun, Oct 11, 2009 at 2:03 PM, Peng Yu <pengyu...@gmail.com> wrote:
> Suppose I have the following hat matrix:
>
> H=X(X'X)^{-1}X'
> X is a n by p matrix, where n >= p and X_{i,1} = 1
>
> I'm wondering why H1 = 1. (Here, 1 is column vector, whose each
> element is the number 1)
>
> Thank you!
>
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>
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