(a) If the number of measurements are greater than the total number of parameter, what effect would it have on 𝑋
Posted: Sun Oct 03, 2021 11:18 am
(a) If the number of measurements are
greater than the total number of
parameter, what effect would it have
on šTš and how would it be
translated in a practical case?
(b) If OLS for alpha in a Multiple Regression Model is given by
alpha_hat = (šTš)-1
XTY and šTš is not
invertible, what would be most true about
alpha_hat?
greater than the total number of
parameter, what effect would it have
on šTš and how would it be
translated in a practical case?
(b) If OLS for alpha in a Multiple Regression Model is given by
alpha_hat = (šTš)-1
XTY and šTš is not
invertible, what would be most true about
alpha_hat?