Somewhere I saw that the coefficient-of-determination for the multiple linear regression is given by the following quadratic form:
$$R^2 = \boldsymbol{r}_{\mathbf{y},\mathbf{x}}^\text{T} \boldsymbol{r}_{\mathbf{x},\mathbf{x}}^{-1} \boldsymbol{r}_{\mathbf{y},\mathbf{x}}$$
where $r_{y,x}$ is the correlation matrix of x with y and $r_{x,x}$ is the correlation matrix of x.
I don't see why this is the case and I haven't found a proof anywhere. Can someone show me why this is? It doesn't seem immediately related to the ratio of sums of squares.
the correlation matrix of x with ymean when there are multiple features, as [tag:multiple-regression] implies? // If the situation is just a simple linear regression with only one feature, then $r_{x, x}^{-1} = 1$, and there is no need to include that middle term. – Dave Jul 13 '22 at 18:35