typos in week 35

This commit is contained in:
Morten Hjorth-Jensen
2022-09-05 21:35:25 +02:00
parent 09cc50ce2f
commit 6a08df1fba
9 changed files with 433 additions and 488 deletions
+2 -9
View File
@@ -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
\[