Sorry. I really would appreciate some help.
To be more clear: I is an identity matrix
Questions 1,2,and 3 are essentially Yes/No with a provided proof or explanation.
Does this help, clarify?
Thanks.
Let A= I - X(X'X)inverseX' to clarify: '=transpose; inverse of quantity (X'X)
1. Must A be a square matrix?
2. Must (X'X) be a square matrix?
3. Must X be a square matrix?
4. Show whether matrix A is an idempotent matrix (i.e. that AA=A)
Thanks.