Math Is Fun Forum

purplera1421

Member

Registered: 2009-10-06

Posts: 3

Linear regression help please

I've been stuck on this problem for the last two days.  If anyone could help, it would be greatly appreciated!

Use the following two matrix rules to show that if n=p and the X matrix is invertible, the hat matrix H is given by the p x p identity matrix.

(1) (AB)^-1 = B^-1 * A^-1
(2) (A')^-1 = (A^-1)', where ' means "transpose"

gckc123

Member

Registered: 2009-10-19

Posts: 15

Re: Linear regression help please

(2) is similar to (1).

Cheers

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Maths is fun!