typos in week 35
This commit is contained in:
@@ -1706,13 +1706,6 @@ and using the orthogonality of the matrix $\bm{U}$ we have
|
||||
!et
|
||||
We define $\bm{\Sigma}^T\bm{\Sigma}=\tilde{\bm{\Sigma}}^2$ which is a diagonal matrix containing only the singular values squared. It has dimensionality $p \times p$.
|
||||
|
||||
This means, using the orthogonality of $\bm{V}$, that we get
|
||||
|
||||
!bt
|
||||
\[
|
||||
\bm{X}^T\bm{X}=\tilde{\bm{\Sigma}}^2.
|
||||
\]
|
||||
!et
|
||||
|
||||
We can now insert the result for the matrix $\bm{X}^T\bm{X}$ into our equation for ordinary least squares where
|
||||
|
||||
@@ -1725,10 +1718,10 @@ and using our SVD decomposition of $\bm{X}$ we have
|
||||
|
||||
!bt
|
||||
\[
|
||||
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{\Sigma}\bm{V}^T\tilde{\bm{\Sigma}}^{-2}\bm{V}\bm{\Sigma}^T\bm{U}^T\bm{y},
|
||||
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{\Sigma}\bm{V}^T\left(\bm{V}\tilde{\bm{\Sigma}}^{2}(\bm{V}^T\right)^{-1}\bm{V}\bm{\Sigma}^T\bm{U}^T\bm{y},
|
||||
\]
|
||||
!et
|
||||
which gives us, using the orthogonality of the matrices $\bm{U}$ and $\bm{V}$,
|
||||
which gives us, using the orthogonality of the matrices $\bm{U}$ and $\bm{V}$,,
|
||||
|
||||
!bt
|
||||
\[
|
||||
|
||||
Reference in New Issue
Block a user