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Thread: Linear Regression Model Matrix

  1. #1
    May 2009

    Linear Regression Model Matrix

    I am stuck on how to structure the matrix, can anyone help?
    Attached Thumbnails Attached Thumbnails Linear Regression Model Matrix-screen-shot-2009-10-11-23.27.34.png  
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  2. #2
    MHF Contributor matheagle's Avatar
    Feb 2009
    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 $\displaystyle X^tX$
    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 $\displaystyle \sum_{i=1}^n x^2_i$
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