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I made a mistake. I wrote Corr but the correct is Cov
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igorkf
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Why $Corr$Cov(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$?

I'm trying to proof some results in Multiple Linear Regression.
In matrix notation, why $Corr(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$$Cov(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$?

Why $Corr(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$

I'm trying to proof some results in Multiple Linear Regression.
In matrix notation, why $Corr(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$?

Why $Cov(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$?

I'm trying to proof some results in Multiple Linear Regression.
In matrix notation, why $Cov(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$?

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igorkf
  • 377
  • 2
  • 12

Why $Corr(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$

I'm trying to proof some results in Multiple Linear Regression.
In matrix notation, why $Corr(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$?