Skip to main content
7 events
when toggle format what by license comment
Oct 18, 2023 at 20:55 comment added Kernel I just found that the previous relationship did hold. See the distributive property of the covariance dlsun.github.io/probability/cov-properties.html
Oct 16, 2023 at 19:03 comment added Kernel Then, I think that the additive property of the regression ultimately reduces to proving the following, $cov(y_2+y_3,X)=cov(y_2,X)+cov(y_3,X)$, which should hold. Any idea how to prove this? this is, I think, harder than proving it in the matrix form.
Oct 16, 2023 at 18:41 history edited Sextus Empiricus CC BY-SA 4.0
added 1 character in body
Oct 16, 2023 at 18:30 history bounty ended Kernel
Oct 16, 2023 at 18:27 vote accept Kernel
Oct 16, 2023 at 15:36 history edited Sextus Empiricus CC BY-SA 4.0
added 596 characters in body
Oct 16, 2023 at 15:31 history answered Sextus Empiricus CC BY-SA 4.0