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  • Clase N°14 Apoyo

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    saucedooscar66dp
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    1. The document presents the formula for calculating the least squares estimate (β^) of parameters in a linear regression model. 2. It shows that β^ is calculated as (X'X)^-1 X'y, where X is the design matrix, y is the response vector, and (X'X)^-1 is the inverse of the cross product matrix of X. 3. The formula expands on how to calculate the inverse of the cross product matrix (X'X)^-1 using the adjugate and determinant of the matrix.

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    1. The document presents the formula for calculating the least squares estimate (β^) of parameters in a linear regression model. 2. It shows that β^ is calculated as (X'X)^-1 X'y, where X is the design matrix, y is the response vector, and (X'X)^-1 is the inverse of the cross product matrix of X. 3. The formula expands on how to calculate the inverse of the cross product matrix (X'X)^-1 using the adjugate and determinant of the matrix.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    5 views2 pages

    Clase N°14 Apoyo

    Uploaded by

    saucedooscar66dp
    1. The document presents the formula for calculating the least squares estimate (β^) of parameters in a linear regression model. 2. It shows that β^ is calculated as (X'X)^-1 X'y, where X is the design matrix, y is the response vector, and (X'X)^-1 is the inverse of the cross product matrix of X. 3. The formula expands on how to calculate the inverse of the cross product matrix (X'X)^-1 using the adjugate and determinant of the matrix.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    y= X ^β+ μ^

    []
    ^
    ^β=( X ' X )−1 X ' yk∗1=k∗k (k∗n)(n∗1) ^β= β1
    ^β
    2

    [ ]
    1 X1

    [∑ ]
    1 X2
    ∑ X i = [ ¿]
    [
    ( X ' X )= 1 1 1 ... 1
    X 1 X 2 X 3 ... X n ] 1
    ...
    X3 =
    ...
    n
    Xi ∑ X 2i
    1 Xn

    −1 1
    A = ( adj A )
    | A|
    1
    ( X ' X )−1= ( adj ( X ' X ) )
    |( X ' X )|
    |( X ' X )|=¿

    ( adj A )= ( cof A ) '

    ( adj ( X ' X ) )=( cof ( X ' X ) ) '

    ( cof ( X ' X ) )= [ ¿ ]
    ( adj ( X ' X ) )=( cof ( X ' X ) ) '= [ ¿ ]

    [ ]
    ❑ ❑
    −1 1 1 [ ] ❑ ❑
    (X ' X ) = ( adj ( X ' X ) ) = ❑∗ ¿ = ❑ ❑
    |( X ' X )|
    ❑ ❑
    []
    Y1

    ] [∑∑ ]
    Y2
    [
    ( X ' y )= 1 1 1 ... 1
    X 1 X 2 X 3 ... X n
    Y3 =
    ...
    Yi
    Xi Y i
    =[ ¿ ]

    Yn

    ^β=( X ' X )−1 X ' yk∗1=k∗k (k∗n)(n∗1)

    [ ]
    ❑ ❑
    ^ ❑
    β= ❑ ∗[ ¿ ] =[ ¿ ] k∗1=(k∗n)(n∗1)k∗1
    ❑ ❑
    ❑ ❑

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