Question A.
Find the following: (a) trace(In). (b) trace (In). (c) trace (In). Suppose H = X(X'X)-X', where ' represents the transpose of the matrix, and X is an nx m matrix of full rank. (a) What is HX in terms of X's? Simplify as much as possible. (b) What are the dimensions of the matrix H if X is a 4 x 2 matrix? (c) What are the dimensions of the matrix H if X is an n x m matrix? (d) Find trace(H). Hint: Trace has a special property involving cyclic permutations (See Section 7 of Linear Algebra Review, (Some) Properties of a Trace).
Answer the first Q a,b,c and than second Find the following: (a) trace(In). (b) trace (In). (c) trace (In). Suppose H = X(X'X)-X', where ' represents the transpo
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