update
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@@ -350,16 +350,17 @@ $$
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<p>which gives us, using the orthogonality of the matrix \( \boldsymbol{V} \),</p>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
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</p>
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<p>
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@@ -2189,17 +2189,18 @@ $$
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<p> <br>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p> <br>
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<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
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</p>
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</section>
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@@ -2062,16 +2062,17 @@ $$
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<p>which gives us, using the orthogonality of the matrix \( \boldsymbol{V} \),</p>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
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</p>
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<!-- !split --><br><br><br><br><br><br><br><br><br><br>
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@@ -2139,16 +2139,17 @@ $$
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<p>which gives us, using the orthogonality of the matrix \( \boldsymbol{V} \),</p>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
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</p>
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<!-- !split --><br><br><br><br><br><br><br><br><br><br>
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