Timeline for Linear Regression, $\mathrm{Cov}(\hat{y},e)=0$, correct Argument?
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 30, 2020 at 5:39 | comment | added | Christoph Hanck | Yes, what I was trying to say is that the OP seems to be about the sample covariance, but (imo, erroneously) uses expectations and population covariances to derive the result. | |
| Jun 29, 2020 at 22:05 | comment | added | Ben | The reference to the postulated model form is used in the initial expansions for $\hat{\mathbf{Y}}$ and $\mathbf{e}$. | |
| Jun 29, 2020 at 15:01 | comment | added | Christoph Hanck | I think this demonstration is more complicated than necessary, in that the result holds true algebraically without reference to any postulated model $x\beta+\epsilon$, following from $(I-h)h=0$. | |
| Jun 29, 2020 at 14:05 | vote | accept | user2550228 | ||
| Jun 29, 2020 at 11:54 | history | answered | Ben | CC BY-SA 4.0 |