COMPUTE ALL PARTS FOR FULL POINTS Let X Compute XX and XY

COMPUTE ALL PARTS FOR FULL POINTS

Let X = Compute X\'X and X\'Y . Verify by separate calculations that the (i, j) = (2.2) element in X\'X is the sum of squares of column 2 in X. Verify that the (2, 3) element Is the sum of products between columns 2 anti 3 of X. Identify the dements in X\'Y in terms of sums of squares or products of the columns of X and Y. Obtain (X\'X)^-1. Verify by matrix multiplication that (X\'X)^-1 X\'X = I. Compute P = X(X\'X)^-1X\'.

Solution