Mathematics, 19.02.2020 23:35 stepromero01
Partition matrices: Consider using a partition matrix in OLS. That is, consider X = [X1,X2] and = 1 2 where X1 is n ร r1, X1 is n ร r2, 1 is r1 ร 1, 2 is r2 ร 1, and r1 + r2 = r, the overall number of columns in X. When we take the inverse of a 2 ร 2 partition matrix A B C D โ1 = (A โ BCโ1D)โ1 โ(A โ BDโ1C)โ1BDโ1 โ(D โ CAโ1B)โ1CAโ1 (D โ CAโ1B)โ1 Find the equations for ห 1 and ห 2 using the OLS estimator ห = (X0X)โ1X0y
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Partition matrices: Consider using a partition matrix in OLS. That is, consider X = [X1,X2] and = 1...
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