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 $Corr(\pmb{y}, \pmb{\hat{y}}) = \pmb{y}^T \pmb{\hat{y}}$
igorkf
- 377
- 2
- 12