Question: Let X and Z be two N x K real matrices, KN. Show that if ZX is nonsingular then we can always find a matrix
Let X and Z be two N x K real matrices, KN. Show that if ZX is nonsingular then we can always find a matrix A so that X (ZX) Z = X(XAX) X'A Hence, these two forms of a projector are always formally equivalent.
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