A SIMPLE METHOD FOR OBTAINING PROJECTION MATRIX USING ALGEBRAIC PROPERTIES

  • Hasik, Sun-Woo (Department of Applied Mathematics, Konkuk University)
  • Published : 2001.05.01

Abstract

The projection matrix plays an important role in the linear model theory. In this paper we derive an algebraic relationship between the projection matrices of submatrices of the design matrix. Using this relationship we can easily obtain the projection matrices of any submatrices of the design matrix. Also we show that every projection matrix can be obtained as a linear combination of Kronecker products of identity matrices and matrices with all elements equal to 1.

Keywords

References

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