Recent content by abiadams

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    Finding trace and eigenvalues of P = I - X(X'X)^-1X'

    Am really lost on this one: Suppose X is a full rank nxp matrix. Construct the matrix: P = I - X((X'X)^-1)X' Where X' is the transpose of X. I then have to find the trace and eigenvalues of P. Can anyone help?!