By Mark Madsen
Tag: data mining
Advanced Analytics
By Mark Madsen
Advanced Analytics
By Mark Madsen
Day Two Recap from Analytics 2011
Well Analytics 2011 is officially a wrap. (OK, that’s not completely true, we still have 3 days of post-conference training left to deliver to around 300 attendees.) Now that we’ve reached the end of the event, I can say the conference was a tremen…
Greetings from Analytics 2011
Hello everyone. My name is Jerry Oglesby and I’m the Sr. Director of SAS’ Global Academic and Certification Program and the co-chair of SAS’ 14th annual analytics conference, Analytics 2011. For those of you joining us in Orlando starting today (…
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, …
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:
$$ S=X(X’X + \lambda I)^{-1}X’ $$.
Wikipedia has a well written introduction to Trace @ here.
To obtain the inverse of …