The BBC’s Technology of Business site featured an interview with SAS’s Chief Technology Officer (CTO) Keith Collins this week. The interview is themed on “big data” and it includes Keith’s thoughts on the accelerating interest in understanding one’s cu…
BBC, on SAS
The BBC’s Technology of Business site featured an interview with SAS’s Chief Technology Officer (CTO) Keith Collins this week. The interview is themed on “big data” and it includes Keith’s thoughts on the accelerating interest in understanding one’s cu…
Obtain Trace of the Projection Matrix in a Linear Regression
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 …
Obtain Trace of the Projection Matrix in a Linear Regression
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…
Obtain Trace of the Projection Matrix in a Linear Regression
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, …
Thank You Steve Jobs
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…