small update

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Morten Hjorth-Jensen
2025-08-25 09:02:59 +02:00
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@@ -1802,15 +1802,15 @@ decomposition of the design matrix.</p>
<p>which gives us, using the orthogonality of the matrix <span class="math notranslate nohighlight">\(\boldsymbol{V}\)</span>,</p>
<div class="math notranslate nohighlight">
\[
\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
\tilde{y}_{\mathrm{OLS}}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
\]</div>
<p>which is not the same as <span class="math notranslate nohighlight">\(\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}\)</span>, which due to the orthogonality of <span class="math notranslate nohighlight">\(\boldsymbol{U}\)</span> would have given us that the model equals the output.</p>
<p>It means that the ordinary least square model (with the optimal
parameters) <span class="math notranslate nohighlight">\(\boldsymbol{\tilde{y}}\)</span>, corresponds to an orthogonal
transformation of the output (or target) vector <span class="math notranslate nohighlight">\(\boldsymbol{y}\)</span> by the
vectors of the matrix <span class="math notranslate nohighlight">\(\boldsymbol{U}\)</span>. <strong>Note that the summation ends at</strong>
<span class="math notranslate nohighlight">\(p-1\)</span>, that is <span class="math notranslate nohighlight">\(\boldsymbol{\tilde{y}}\ne \boldsymbol{y}\)</span>. We can thus not use the
orthogonality relation for the matrix <span class="math notranslate nohighlight">\(\boldsymbol{U}\)</span>. This can already be
when we multiply the matrices <span class="math notranslate nohighlight">\(\boldsymbol{\Sigma}^T\boldsymbol{U}^T\)</span>.</p>
orthogonality relation for the matrix <span class="math notranslate nohighlight">\(\boldsymbol{U}\)</span>.</p>
</section>
<section id="further-properties-important-for-our-analyses-later">
<h2>Further properties (important for our analyses later)<a class="headerlink" href="#further-properties-important-for-our-analyses-later" title="Link to this heading">#</a></h2>
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