Ononot — In a simple linear regression model with n observations, the

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Linear Modelingmedium

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In a simple linear regression model with $n$ observations, the hat matrix $H = X(X^T X)^{-1} X^T$ projects the observed response vector $y$ onto the space of the predictors to produce the fitted values $\hat{y}$ . What is the sum of the diagonal entries $h_{ii}$ of this hat matrix?