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Department of Applied Finance and Actuarial Studies

Errata

  1. Figure 8.3 appears as a black and white figure in the book. The coloured version of this figure is Figure 8.3

  2. Page 59, middle of page. Hat matrix should be
    H=X(X'X)-1X'
    i.e. the last X should be transposed.

  3. Page 68, 2 lines below (5.6):
    "...substituting g(mu)=X beta yields ..."

Thanks to the readers who have pointed these out.