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