1. ## Matrix Question

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

2. 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...