Chapter 6 sections 6, 7. See also chapter 17 section 3. Every Sum of Squares we will see is of the form for a suitable square, symmetric, matrix Q .
Sums of squares are often quadratic forms in the vector of errors.
We will follow up these points later. Now we turn to the third application of matrix algebra mentioned in lecture 9. Confidence intervals and tests for , the mean of Y corresponding to a particular value x of the covariate. Confidence intervals and tests for where the 1 is in position k . If or n is large then 5.