From: Eugene Salinas (R) <r-eugenesalinas_at_comcast.net>

Date: Fri 02 Jul 2004 - 23:27:33 EST

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 02 23:30:54 2004

Date: Fri 02 Jul 2004 - 23:27:33 EST

Then P is the projection matrix P=x*inv(x'*x)*x'

I need to figure out the covariance

Cov ( y'*P*y , (A'*x'*y)^2 ) where A is a constant of dimension k times 1.

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 02 23:30:54 2004

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