What is J in while calculating SST in multiple regression? SST=Y^T[1-(1)/(n)J]Y

umm82i

umm82i

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2022-08-28

What is J in while calculating SST in multiple regression?
I am little confused what actually is the J in the formula of the SST and SSR for multiple regression
SST= Y T [ 1 1 n J ] Y
SSR= Y T [ H 1 n J ] Y

Answer & Explanation

blerbintiy0

blerbintiy0

Beginner2022-08-29Added 8 answers

J is the matrix of all 1s. i.e., let
1 = ( 1 , 1 , . . . , 1 ) T R n ,
then
J = 1 1 T .
While 1 n J can be called "means generating matrix", namely, for some y = ( y 1 , y 2 , . . . , y n ) T R n , then
1 n J y = ( y ¯ n , y ¯ n , . . . , y ¯ n ) T ,
which is an essential part of any sum of squares.

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