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Unformatted text preview: X 1 : (In other words, show that the columns of X 2 span the same space as the columns of X 1 ). 4. Let X be an n & ( k +1) matrix with rank k +1 (thus, ( X X ) & 1 exists). Suppose Z = XG where G is a ( k + 1) & ( k + 1) matrix and G & 1 exists. Note that Z is another n & ( k + 1) matrix. Also note that X & 1 and Z & 1 DO NOT EXIST because they are not square matrices! (a) Prove that X ( X X ) & 1 X = Z ( Z Z ) & 1 Z : (b) Compute the trace of X ( X X ) & 1 X : 2...
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This note was uploaded on 04/14/2010 for the course ECON 3200 taught by Professor Neilsen during the Spring '08 term at Cornell University (Engineering School).
 Spring '08
 NEILSEN
 Econometrics

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