101. Let X be an $n times p$ matrix such that X = [X, X], where X...
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101. Let X be an $n \times p$ matrix such that X = [X₁, X₂], where X₁ is $n \times p₁$ and X₂ is $n \times p₂$ and $p₁ + p₂ = p$. Show that a c-inverse of X'X is given by
$$(XX)^{c} = \begin{bmatrix}
X_{1}^{'}X_{1} & X_{1}^{'}X_{2} \\
X_{2}^{'}X_{1} & X_{2}^{'}X_{2}
\end{bmatrix}^{c}$$
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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