Let A = X(X'X)-1X'. (a) Must A be square? Must (X'X) be square? Must X be...
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Let A = X(X'X)-1X'. (a) Must A be square? Must (X'X) be square? Must X be square? (b) Show that matrix A is idempotent. [Note: If X' and X are not square, it is inappro- priate to apply (4.14).] Let A = X(X'X)-1X'. (a) Must A be square? Must (X'X) be square? Must X be square? (b) Show that matrix A is idempotent. [Note: If X' and X are not square, it is inappro- priate to apply (4.14).]
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