Question: (Projector Uniqueness) Show that the OLS fitted values are invariant to nonsingular linear transformations of the columns of X. That is, Px =PxA if A

(Projector Uniqueness) Show that the OLS fitted values are invariant to nonsingular linear transformations of the columns of X. That is, Px =PxA if A is a nonsingular K x K matrix. Also argue that this is based on an invariance of minimization (you know what I mean). *

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