minor typo
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@@ -303,7 +303,7 @@ MathJax.Hub.Config({
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</center>
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<br>
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<center>
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<h4>Sep 7, 2022</h4>
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<h4>Sep 8, 2022</h4>
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</center> <!-- date -->
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<br>
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</p>
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@@ -316,13 +316,18 @@ $$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\left(\boldsymbol{V}\tilde{\boldsymbol{\Sigma}}^{2}(\boldsymbol{V}^T\right)^{-1}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
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$$
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),,</p>
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),</p>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{n-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p>It means that the ordinary least square model (with the optimal parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal transformation of the output (or target) vector \( \boldsymbol{y} \) by the vectors of the matrix \( \boldsymbol{U} \).</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 \( \boldsymbol{U} \). Note that the summation ends at \( p-1 \),
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that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \).
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</p>
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<p>
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<!-- navigation buttons at the bottom of the page -->
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@@ -303,7 +303,7 @@ MathJax.Hub.Config({
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</center>
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<br>
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<center>
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<h4>Sep 7, 2022</h4>
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<h4>Sep 8, 2022</h4>
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</center> <!-- date -->
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<br>
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</p>
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@@ -181,7 +181,7 @@ MathJax.Hub.Config({
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</center>
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<br>
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<center>
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<h4>Sep 7, 2022</h4>
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<h4>Sep 8, 2022</h4>
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</center> <!-- date -->
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<br>
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</p>
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@@ -2552,15 +2552,20 @@ $$
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$$
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<p> <br>
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),,</p>
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),</p>
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<p> <br>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{n-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p> <br>
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<p>It means that the ordinary least square model (with the optimal parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal transformation of the output (or target) vector \( \boldsymbol{y} \) by the vectors of the matrix \( \boldsymbol{U} \).</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 \( \boldsymbol{U} \). Note that the summation ends at \( p-1 \),
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that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \).
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</p>
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</section>
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<section>
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@@ -327,7 +327,7 @@ MathJax.Hub.Config({
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</center>
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<br>
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<center>
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<h4>Sep 7, 2022</h4>
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<h4>Sep 8, 2022</h4>
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</center> <!-- date -->
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<br>
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</p>
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@@ -2523,13 +2523,18 @@ $$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\left(\boldsymbol{V}\tilde{\boldsymbol{\Sigma}}^{2}(\boldsymbol{V}^T\right)^{-1}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
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$$
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),,</p>
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),</p>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{n-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p>It means that the ordinary least square model (with the optimal parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal transformation of the output (or target) vector \( \boldsymbol{y} \) by the vectors of the matrix \( \boldsymbol{U} \).</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 \( \boldsymbol{U} \). Note that the summation ends at \( p-1 \),
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that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \).
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</p>
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<!-- !split --><br><br><br><br><br><br><br><br><br><br>
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<h2 id="further-properties-important-for-our-analyses-later">Further properties (important for our analyses later) </h2>
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@@ -404,7 +404,7 @@ MathJax.Hub.Config({
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</center>
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<br>
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<center>
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<h4>Sep 7, 2022</h4>
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<h4>Sep 8, 2022</h4>
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</center> <!-- date -->
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<br>
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</p>
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@@ -2600,13 +2600,18 @@ $$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\left(\boldsymbol{V}\tilde{\boldsymbol{\Sigma}}^{2}(\boldsymbol{V}^T\right)^{-1}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
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$$
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),,</p>
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<p>which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),</p>
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$$
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{n-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y}=\sum_{i=0}^{p-1}\boldsymbol{u}_i\boldsymbol{u}^T_i\boldsymbol{y},
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$$
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<p>It means that the ordinary least square model (with the optimal parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal transformation of the output (or target) vector \( \boldsymbol{y} \) by the vectors of the matrix \( \boldsymbol{U} \).</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 \( \boldsymbol{U} \). Note that the summation ends at \( p-1 \),
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that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \).
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</p>
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<!-- !split --><br><br><br><br><br><br><br><br><br><br>
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<h2 id="further-properties-important-for-our-analyses-later">Further properties (important for our analyses later) </h2>
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@@ -1721,15 +1721,19 @@ and using our SVD decomposition of $\bm{X}$ we have
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\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},
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\]
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!et
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which gives us, using the orthogonality of the matrices $\bm{U}$ and $\bm{V}$,,
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which gives us, using the orthogonality of the matrices $\bm{U}$ and $\bm{V}$,
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!bt
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\[
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\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{U}^T\bm{y}=\sum_{i=0}^{n-1}\bm{u}_i\bm{u}^T_i\bm{y},
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\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{U}^T\bm{y}=\sum_{i=0}^{p-1}\bm{u}_i\bm{u}^T_i\bm{y},
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\]
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!et
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It means that the ordinary least square model (with the optimal parameters) $\bm{\tilde{y}}$, corresponds to an orthogonal transformation of the output (or target) vector $\bm{y}$ by the vectors of the matrix $\bm{U}$.
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It means that the ordinary least square model (with the optimal
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parameters) $\bm{\tilde{y}}$, corresponds to an orthogonal
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transformation of the output (or target) vector $\bm{y}$ by the
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vectors of the matrix $\bm{U}$. Note that the summation ends at $p-1$,
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that is $\bm{\tilde{y}}\ne \bm{y}$.
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!split
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===== Further properties (important for our analyses later) =====
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