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Let X be a not-random nxk Matrix. Let Y=Xbeta +u, with E(u)=0 a Vector beta is...

Let X be a not-random nxk Matrix.

Let Y=Xbeta +u, with E(u)=0 a Vector beta is a true value if E(y)=Xbeta

Show that two solutions beta1_hat and beta2_hat of the normal equations fulfill the following equation Xbeta1_hat=Xbeta2_hat

if rank(X)=k, show that the normal equations have a unique solution

Normal equations:

XtXbeta=XtY

Math   Statistics-And-Probability   
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