Examlex

Solved

Your Textbook Shows That the Following Matrix (Mx = In 1n\frac { 1 } { n }

question 16

Essay

Your textbook shows that the following matrix (Mx = In - Px)is a symmetric idempotent matrix. Consider a different Matrix A, which is defined as follows: A = I - 1n\frac { 1 } { n } ιι' and ι = [111]\left[ \begin{array} { c } 1 \\1 \\\ldots \\1\end{array} \right] a. Show what the elements of A look like.
b. Show that A is a symmetric idempotent matrix
c. Show that Aι = 0.
d. Show that A U^\hat { \mathrm { U } } = U^\hat { \mathrm { U } } , where U^\hat { \mathrm { U } } is the vector of OLS residuals from a multiple regression.


Definitions:

Related Questions