I am studying linear regression. I have studied this in the past, but this is my first time exposing myself to the matrix form of multiple linear regression. My matrix algebra/linear algebra skills are a little rusty and I have been trying to review/relearn a lot of the material so I can better understand the multiple linear regression proofs.
One thing that keeps coming up is quadratic form of random vectors. I am working through some regression proofs using the quadratic form, but I am not sure I fully understand its purpose?
If anyone can explain why they are used, or their purpose either generally or with respect to regression I would be extremely thankful!