Which of the following is true regarding the Hat Matrix H=X(XTX)−1XTH = X(X^T X)^{-1} X^TH=X(XTX)−1XT?
It is an idempotent matrix, i.e., H2=HH^2 = HH2=H.
It is a symmetric matrix.
Its trace is equal to the number of predictors plus one (including intercept).
All of the above.