Section 3l

3.11 Centering and Scaling the Explanatory Variables: 3.11.1 Centering, 3.11.2 Scaling

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Problem 3l.1

If Y~i=Yi−Yˉ\tilde{Y}_{i} = Y_{i}-\bar{Y} and Y~=(Y~1,…,Y~n)T\tilde{\mathbf{Y}} = \left(\tilde{Y}_{1}, \ldots , \tilde{Y}_{n}\right)^{T}, prove from (3.54) that RSS =Y~T(In−P~)Y~= \tilde{\mathbf{Y}}^{T}\left(\mathbf{I}_{n}-\tilde{\mathbf{P}}\right) \tilde{\mathbf{Y}}.

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Problem 3l.2

Suppose that we consider fitting a model in which the YY-data are centered and scaled as well as the xx-data. This means that we use Yi∗=(Yi−Yˉ)/syY_{i}^{*} = \left(Y_{i}-\bar{Y}\right) / s_{y} instead of YiY_{i}, where sy2=∑i(Yi−Yˉ)2s_{y}^{2} = \sum_{i}\left(Y_{i}-\bar{Y}\right)^{2}. Using (3.54), obtain an expression for RSS from this model.

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