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Math Help - Effect of singuar

  1. #1
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    Effect of singuar

    Suppose I have:

    \theta=(X^\top X)^{-1}X^\top y

    What is the effect on the value \theta if ( X^\top X) is almost singular?
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  2. #2
    MHF Contributor Drexel28's Avatar
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    Quote Originally Posted by noob mathematician View Post
    Suppose I have:

    \theta=(X^\top X)^{-1}X^\top y

    What is the effect on the value \theta if ( X^\top X) is almost singular?
    What does "almost singular" mean? I assume that you mean \det X^{T}X is small in modulus?
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  3. #3
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    Yes that's what I mean. Does it make sense?
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