SOLVED: The matrix H = X(X'X)^-1X' is usually called the hat matrix because it maps Y to the vector of fitted values YÌ‚. Show that in the linear regression model Var(Y) = 0? H1) Prove that the matrices H and I - H are idempotent, that is H^2 = H and (I - H)^2 = (I - H)