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Math Help - Equivalent Least square estimator

  1. #1
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    Equivalent Least square estimator

    I need to show that the general least square formula "inv(HWH')H'W" is equivalent to another form.

    I describe the problem in detail in the attached pdf file.
    least_squares.pdf

    I will greatly appreciate if anyone can tell me how to prove that equivalence, or at least give me a name of a book/paper(anything) which proves (or at least mentions) this equivalence.

    thanx.
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  2. #2
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    Ref : Linear Algebra With Applications 4E, Otto Bretscher

    Pearson - Linear Algebra with Applications, 4/E - Otto Bretscher

    Chapter 5.4

    There are detail proof with exercises
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