Doing second year econometrics and came across this question: Suppose A= I(subscribt t) - X(X'X)^-1.X' , where X is a T x k matrix Is A just a matrix of zeroes? Thanks
Follow Math Help Forum on Facebook and Google+
Originally Posted by jimmah Doing second year econometrics and came across this question: Suppose A= I(subscribt t) - X(X'X)^-1.X' , where X is a T x k matrix Is A just a matrix of zeroes? Thanks Scatch that, now I think its just the identity matrix. Confused...
View Tag Cloud