Suppose I have: $\displaystyle \theta=(X^\top X)^{-1}X^\top y$ What is the effect on the value $\displaystyle \theta$ if ($\displaystyle X^\top X$) is almost singular?
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Originally Posted by noob mathematician Suppose I have: $\displaystyle \theta=(X^\top X)^{-1}X^\top y$ What is the effect on the value $\displaystyle \theta$ if ($\displaystyle X^\top X$) is almost singular? What does "almost singular" mean? I assume that you mean $\displaystyle \det X^{T}X$ is small in modulus?
Yes that's what I mean. Does it make sense?
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