Question: By the QR decomposition, X can be decomposed as X = QR, where Q consists of the first p columns of a n n
By the QR decomposition, X can be decomposed as X = QR, where Q consists of the first p columns of a n × n orthogonal matrix and R is a p × p upper triangular matrix. Show that the least squares estimate ????̂ = R−1QTy.
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