If (mathbf{Z}) is the (n times k) matrix of standardized regressors and (mathbf{T}) is the (k times

Question:

If \(\mathbf{Z}\) is the \(n \times k\) matrix of standardized regressors and \(\mathbf{T}\) is the \(k \times k\) upper triangular matrix in Eq. (11.3), show that the transformed regressors \(\mathbf{W}=\mathbf{Z T}^{-1}\) are orthogonal and have unit variance.

Equation 11.3

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