Re: [R] Proof for computing sums of squares

On Mon, Jan 3, 2011 at 12:15 PM, Ethan Arenson wrote: > Hi. > > I know that R computes sums of squares based on the diagonal of > > t(Q) %*% y %*% t(y) %*% Q, > > where Q comes from the QR-decomposition of the model matrix. So, how do you know that? When I look at the code for summary.lm I see t

[R] Proof for computing sums of squares

Hi. I know that R computes sums of squares based on the diagonal of t(Q) %*% y %*% t(y) %*% Q, where Q comes from the QR-decomposition of the model matrix. Does anyone know where I can find a proof for this result? All Best and Happy New Year, Ethan [[alternative HTML version deleted]