Your textbook shows that the following matrix (Mx = In - Px)is a symmetric idempotent matrix.Consider a different Matrix A,which is defined as follows: A = I - ιι' and ι = a.Show what the elements of A look like.
b.Show that A is a symmetric idempotent matrix
c.Show that Aι = 0.
d.Show that A = ,where is the vector of OLS residuals from a multiple regression.

Question

Your textbook shows that the following matrix (Mx = In - Px)is a symmetric idempotent matrix.Consider a different Matrix A,which is defined as follows: A = I -  ιι' and ι =  a.Show what the elements of A look like.
b.Show that A is a symmetric idempotent matrix
c.Show that Aι = 0.
d.Show that A  =  ,where  is the vector of OLS residuals from a multiple regression.

Quizplus · Accepted Answer

The Answer of Your textbook shows that the following matrix (Mx = In - Px)is a symmetric idempotent matrix.Consider a different Matrix A,which is defined as follows: A = I -  ιι' and ι =  a.Show what the elements of A look like.
b.Show that A is a symmetric idempotent matrix
c.Show that Aι = 0.
d.Show that A  =  ,where  is the vector of OLS residuals from a multiple regression.

Your Textbook Shows That the Following Matrix (Mx = in -