ppt课件-matrixapproachtosimplelinearregression.pptVIP

Matrix Approach to Simple Linear Regression KNNL – Chapter 5 Matrices Definition: A matrix is a rectangular array of numbers or symbolic elements In many applications, the rows of a matrix will represent individuals cases (people, items, plants, animals,...) and columns will represent attributes or characteristics The dimension of a matrix is it number of rows and columns, often denoted as r x c (r rows by c columns) Can be represented in full form or abbreviated form: Special Types of Matrices Regression Examples - Toluca Data Matrix Addition and Subtraction Matrix Multiplication Matrix Multiplication Examples - I Matrix Multiplication Examples - II Special Matrix Types Linear Dependence and Rank of a Matrix Linear Dependence: When a linear function of the columns (rows) of a matrix produces a zero vector (one or more columns (rows) can be written as linear function of the other columns (rows)) Rank of a matrix: Number of linearly independent columns (rows) of the matrix. Rank cannot exceed the minimum of the number of rows or columns of the matrix. rank(A) ≤ min(rA,ca) A matrix if full rank if rank(A) = min(rA,ca) Matrix Inverse Note: For scalars (except 0), when we multiply a number, by its reciprocal, we get 1: 2(1/2)=1 x(1/x)=x(x-1)=1 In matrix form if A is a square matrix and full rank (all rows and columns are linearly independent), then A has an inverse: A-1 such that: A-1 A = A A-1 = I Computing an Inverse of 2x2 Matrix Use of Inverse Matrix – Solving Simultaneous Equations Useful Matrix Results Random Vectors and Matrices Linear Regression Example (n=3) Mean and Variance of Linear Functions of Y Multivariate Normal Distribution Simple Linear Regression in Matrix Form Estimating Parameters by Least Squares Fitted Values and Residuals Analysis of Variance Inferences in Linear Regression