If the vector of observed values is denoted by y and the vector of fitted values by ŷ,
As ŷ is usually pronounced "y-hat", the hat matrix is so named as it "puts a hat on y".
(维基百科) http://en.wikipedia.org/wiki/Hat_matrix
If the vector of observed values is denoted by y and the vector of fitted values by ŷ,
As ŷ is usually pronounced "y-hat", the hat matrix is so named as it "puts a hat on y".
(维基百科) http://en.wikipedia.org/wiki/Hat_matrix