2.3 Suppose y : n 1 is a vector of response times of n individuals in...
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2.3 Suppose y : n × 1 is a vector of response times of n individuals in a learning experiment, u : n × 1 and v : n × 1 are vectors of scores of the n individuals on each of two types of tests, and y = (u v)β +
e, where β’ = (β1 β2) is a 1 × 2 vector of coefficients, and e is an n X 1 vector of errors in the relationship. Let Z ≡ (u v). Find the latent roots of A ≡ Z(Z’Z)–1Z’. [Hint: Calculate A².]
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