Question: The centering matrix is defined as On = In - -11T n where In is the n x n identity matrix, 1 = 1, .


The centering matrix is defined as On = In - -11T n where In is the n x n identity matrix, 1 = 1, . .. , 1] is a constant vector n ones, and 11 is an n x n matrix of all 1's. Given an n x p data matrix X, you can use the centering matrix to obtain a centered data matrix Xc given by: Xc = CnXShow that the eigenvalues of On are either zero or one
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