Linear Regression Model Matrix

• October 11th 2009, 02:32 PM
n7615r
Linear Regression Model Matrix
I am stuck on how to structure the matrix, can anyone help?
• October 11th 2009, 06:27 PM
matheagle
That's the usual design matrix, X.

The first column is all 1's (n of them)
The second one is x_1 through x_n

Now, when you obtain $X^tX$
you will get a diagonal matrix because the (1,1) position is n.
The (1,2) and (2,1) spot is the sum of the x's which is zero.
And the (2,2) position is $\sum_{i=1}^n x^2_i$