Statistics II Essentials by Emil Milewski

Author:Emil Milewski
Language: eng
Format: epub
ISBN: 9780738671468
Publisher: Research & Education Association
Published: 2012-11-23T00:00:00+00:00

4.Each element of the transpose of the cofactor is divided by the determinant of B B= − 2

The obtained matrix is the inverse of B

Note that

and B−1B = I.

In this manner we find the inverse of any square matrix which has a non-zero determinant.

Having all necessary definitions we can write the solution of

Y = XA + ε

where is the matrix of least squares estimates for the parameters as

provided X TX has an inverse.

The solution is the set of parameters

in the general linear model that minimizes

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