Question: this is a question from linear modeling me full-column rank matrices X1 and X2 satisfies span(X1) C span(X2), where span( X ) is the l

this is a question from linear modeling

me full-column rank matrices X1 and X2 satisfies span(X1) C span(X2), where span( X ) is the l spanned by the column of matrix X. Define Px = X(X"X) 1X" as the projection matrix that Px, Px, = Px, . (7 points)Assume full-column rank matrices X1 and X2 satisfies span(X1) C span( X2), where span(X ) is the linear space spanned by the column of matrix X. Define Px = X(XTX)-1XT as the projection matrix of X. Prove that Px, Px, = Px, . (7 points)

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