$\newcommand{\e}{\varepsilon}$$\newcommand{\Var}{\operatorname{Var}}$$\newcommand{\x}{\mathbf x}$$\newcommand{\one}{\mathbf 1}$$\newcommand{\0}{\mathbf 0}$In my previous post I stopped right before working out the REML objective function so I’ll start…
$\newcommand{\Var}{\operatorname{Var}}$$\newcommand{\Cov}{\operatorname{Cov}}$$\newcommand{\one}{\mathbf 1}$$\newcommand{\0}{\mathbf 0}$$\newcommand{\e}{\varepsilon}$$\newcommand{\E}{\operatorname{E}}$In this post I’m going to discuss leverage scores in linear regression. In particular, I’ll show how the…
$\newcommand{\e}{\varepsilon}$$\newcommand{\Var}{\operatorname{Var}}$$\newcommand{\x}{\mathbf x}$$\newcommand{\one}{\mathbf 1}$$\newcommand{\0}{\mathbf 0}$In this post I will derive the point estimates for mixed models. I’ll focus on interpretation so…