What is the purpose of this matrix operator?

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    Matrix Operator
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Discussion Overview

The discussion revolves around understanding a specific matrix operator mentioned in an econometrics paper. Participants seek clarification on the nature and implications of this operator, particularly in the context of matrices of different dimensions.

Discussion Character

  • Exploratory, Technical explanation, Conceptual clarification

Main Points Raised

  • One participant asks for clarification on the operator's meaning when applied to a 5x5 matrix (Sp) and a 3x3 matrix ((Z'Z)-1).
  • Another participant requests context for the notation, inquiring about its source, such as a book or class.
  • A participant provides the source of the notation, referencing an econometrics paper and noting that both Sp and (Z'Z)^-1 are square matrices but of different dimensions.
  • One participant suggests that the operator may relate to generalized linear array models and the Kronecker product, providing links to Wikipedia articles for further exploration.
  • Another participant expresses enthusiasm about the potential connection to set operations, specifically referencing the multiplication of sets.
  • A later reply emphasizes the importance of understanding the context of linear models related to the generalized linear array model (GLAM) for a deeper comprehension of the operator's function.

Areas of Agreement / Disagreement

Participants have not reached a consensus on the exact purpose of the matrix operator, and multiple interpretations and contexts are being explored.

Contextual Notes

There are limitations regarding the clarity of the operator's definition and its application due to the differing dimensions of the matrices involved. The discussion also relies on external sources for context, which may not be fully detailed within the thread.

operationsres
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Hi,

w1e7w2.png

A fuller view can be found here:
4q56c0.png


(i) What is this operator?
(ii) What does this operator mean if Sp is a 5x5 matrix and (Z'Z)-1 is a 3x3 matrix?Thanks a lot.
 
Last edited:
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Hey operationsres.

Can you give the context for this notation? Where did you see it? A book? A website? Are you taking a class on something?
 
(1) This is from an econometrics paper "An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable" published in 1986.

(2) Here's the context of the equation:
http://i49.tinypic.com/4q56c0.png

Note that Sp is necessarily a square matrix, as is (Z'Z)^-1 however they are different dimensions...
 
Oh awesome if you're right. Kind of like A x B where A and B are sets!

:)
 
operationsres said:
Oh awesome if you're right. Kind of like A x B where A and B are sets!

:)

I'd check though in the context of the linear models for the GLAM stuff because that will give you context not just for the equations (and if the operator is that) but also for what it's actually doing which is going to be more important.
 

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