consider y=(y1, y2, ... yn) and X= (1 x1, 1 x2, ..., 1 xn). a) show that i) (X^T)X = (n nx, nx Σxi^2). ii) det((X^T)X) = n Sxx. b) state a necessary and sufficient condition on x1, x2, ..., xn for (X^T)X to be invertible. c) show that if (X^T)X is invertible, then (((X^t)X)^-1)(X^T)y = (y-(Sxy/Sxx)x Sxy/Sxx). Hint use the facts that Sxx = Σn, i=1 (xi^2-nx^2), Sxy = Σn,i=1 (xiyi - nxy).
Question
consider y=(y1, y2, ... yn) and X= (1 x1, 1 x2, ..., 1 xn). a) show that i) (X^T)X = (n nx, nx Σxi^2). ii) det((X^T)X) = n Sxx. b) state a necessary and sufficient condition on x1, x2, ..., xn for (X^T)X to be invertible. c) show that if (X^T)X is invertible, then (((X^t)X)^-1)(X^T)y = (y-(Sxy/Sxx)x Sxy/Sxx). Hint use the facts that Sxx = Σn, i=1 (xi^2-nx^2), Sxy = Σn,i=1 (xiyi - nxy).
Solution
Por supuesto, puedo responder en el mismo idioma que el texto proporcionado. ¿Cómo puedo ayudarte hoy?
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