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Thread: show that the sum of e(i) = 0 and the sum of e(i)*Yhat(i) = 0

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    Re: show that the sum of e(i) = 0 and the sum of e(i)*Yhat(i) = 0




    Quote Originally Posted by alias View Post
    It looks right but I thought that in post #5, HX(I-H)Y = [(HX)-(H^2X)]Y = (X-X)Y = 0, was wrong. If not I could use essentially the same thing to show that summation (Y*e) = 0.
    You could use essentially the same thing. I didn't see why you were pluggin in HX when you just wanted 1'. I could understand X' but I didn't see the need for the H in there. It also seemed like you distributed things very sloppily. But it's the same essential idea. You should end up with blahblahblah = 0Y = 0.

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    Re: show that the sum of e(i) = 0 and the sum of e(i)*Yhat(i) = 0


    Two reminders: You should follow's from Dason hints at #2. Make sure you know the dimension of the matrices and get the transpose correctly.
    Also the matrix multiplication is distributive but not commutative. So you should keep the same pre/post-multiplication order after the distribution as well.

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    alias (11-14-2011)

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