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What is this matrix operator?

  1. Jul 16, 2012 #1
    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: Jul 16, 2012
  2. jcsd
  3. Jul 16, 2012 #2

    chiro

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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?
     
  4. Jul 16, 2012 #3
    (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...
     
  5. Jul 16, 2012 #4

    chiro

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  6. Jul 16, 2012 #5
    Oh awesome if you're right. Kind of like A x B where A and B are sets!

    :)
     
  7. Jul 16, 2012 #6

    chiro

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    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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