minor typo

This commit is contained in:
Morten Hjorth-Jensen
2022-09-08 14:30:23 +02:00
parent 44e11e9c2a
commit fa06cccfd8
10 changed files with 1398 additions and 1417 deletions
+7 -3
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@@ -1721,15 +1721,19 @@ and using our SVD decomposition of $\bm{X}$ we have
\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
\[
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{U}^T\bm{y}=\sum_{i=0}^{n-1}\bm{u}_i\bm{u}^T_i\bm{y},
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{U}^T\bm{y}=\sum_{i=0}^{p-1}\bm{u}_i\bm{u}^T_i\bm{y},
\]
!et
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 $\bm{U}$.
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 $\bm{U}$. Note that the summation ends at $p-1$,
that is $\bm{\tilde{y}}\ne \bm{y}$.
!split
===== Further properties (important for our analyses later) =====