- #1
abiadams
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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?!
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?!