Hi everyone can some help me with this? I have been working on this problem for three days straight but to no avail.
Assume there two N x M matrices- A and B:
such that their inverses of A'B, B'A and B'B can be found.
Where the mark: ' represents a transpose function.
Given that show that: (VA)^-1(V'y) yeilds:
where V= B(B'B)^-1B'A
the "^-1" represents an inverse matrix.
Hope you can can assist.