Projection matrix

（重定向自Operator matrix）

In statistics, the projection matrix $\mathbf{P}$ , sometimes also called the influence matrix or hat matrix $\mathbf{H}$ , maps the vector of response values (dependent variable values) to the vector of fitted values (or predicted values). It describes the influence each response value has on each fitted value. The diagonal elements of the projection matrix are the leverages, which describe the influence each response value has on the fitted value for that same observation.

单词	Operator matrix
释义	Operator matrix 英语百科 Projection matrix （重定向自Operator matrix） In statistics, the projection matrix $\mathbf{P}$ , sometimes also called the influence matrix or hat matrix $\mathbf{H}$ , maps the vector of response values (dependent variable values) to the vector of fitted values (or predicted values). It describes the influence each response value has on each fitted value. The diagonal elements of the projection matrix are the leverages, which describe the influence each response value has on the fitted value for that same observation.
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