I need to calculate the variance of this estimator which is a generalisation of the OLS estimator: OLS: $Y=X\beta+e$ where Y is n*1 vector of responses X is n*p pbserved matrix of regressor ...
Assume we have the well known OLS model $Y=X\beta+e$ where Y is n*1 vector of responses X is n*p pbserved matrix of regressor variables $\beta$ is a p*1 vector of unknown parameters e is a n*1 ...
I need to implement the algorithm described below. Everything is fine until the eigenvalues computation. I'm completely new to them and I found a lot of very complicated paper on the net. Is it ...