minor typo
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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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