Transpose of the product of matrices problem

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The discussion centers on understanding a matrix algebra identity in the context of linear regression. The user is confused about the equality -y^T X β = -β^T X^T y in a specific equation, questioning the need for symmetry. They acknowledge the transpose identity but struggle with how it applies to the equation. A hint suggests considering whether the quantity in question is a scalar, which would clarify the transpose implications. The conversation highlights the importance of recognizing scalar properties in matrix operations.
EdMel
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Hi,

The following equations are from linear regression model notes but there is an aspect of the matrix algebra I do not get.

I have, \mathbf{y} and \tilde{\beta} are a mx1 vectors, and \mathbf{X} is a mxn matrix.

I understand the equation
(\mathbf{y}-\mathbf{X}\tilde{\beta})^{\text{T}}(\mathbf{y}-\mathbf{X}\tilde{\beta})= \mathbf{y}^{\text{T}}\mathbf{y}-\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y}-\mathbf{y}^{\text{T}}\mathbf{X}\tilde{\beta}+ \tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{X}\tilde{\beta}<br />
, but then it is stated
\mathbf{y}^{\text{T}}\mathbf{y}-\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y}-\mathbf{y}^{\text{T}}\mathbf{X}\tilde{\beta}-\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{X}\tilde{\beta}= \mathbf{y}^{\text{T}}\mathbf{y}-2\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y}+\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{X}\tilde{\beta}\qquad\text{(1)}
, and I do not understand why -\mathbf{y}^{\text{T}}\mathbf{X}\tilde{\beta}=-\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y} in equation (1).

I understand the transpose identity (\mathbf{y}^{\text{T}}\tilde{\beta}\mathbf{X})^{\text{T}}= \mathbf{X}^{\text{T}}\tilde{\beta}^{\text{T}}\mathbf{y},
but then (1) would be
\mathbf{y}^{\text{T}}\mathbf{y}-\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y}-\mathbf{y}^{\text{T}}\mathbf{X}\tilde{\beta}-\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{X}\tilde{\beta}= \mathbf{y}^{\text{T}}\mathbf{y}-\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y}-(\tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y})^{\text{T}}+ \tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{X}\tilde{\beta},
and (1) would only be true if \tilde{\beta}^{\text{T}}\mathbf{X}^{\text{T}}\mathbf{y} is s symmetric matrix, which I think it need not be.

What am I missing here?

Thanks in advance,

Ed
 
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Hey EdMel.

Hint: Is the quantity a scalar? (If it is then what does this imply about the appropriate transpose?)
 
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