Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
$$ S=X(X’X + \lambda I)^{-1}X’ $$.
Wikipedia has a well written introduction to Trace @ here.
To obtain the inverse of …
Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
S=X(X’X + \lambda I)^{-1}X’.
Wikipedia has a well written introduction to Trace @ here.
Trace of the project matrix S i…
Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix:
S=X(X’X + \lambda I)^{-1}X’.
Trace of the project matrix S is a key concept in modern regression analysis. For example, …
Today I am going to dedicate my little slice of this giant internet to Steve Jobs. Like a lot of people around the world, I found out Steve Jobs passed away through an Apple product. His vision and creativity touched all of us. Rather than me clumsi…
Today I am going to dedicate my little slice of this giant internet to Steve Jobs. Like a lot of people around the world, I found out Steve Jobs passed away through an Apple product. His vision and creativity touched all of us. Rather than me clumsi…
Today I am going to dedicate my little slice of this giant internet to Steve Jobs. Like a lot of people around the world, I found out Steve Jobs passed away through an Apple product. His vision and creativity touched all of us. Rather than me clumsi…