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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
1719 1
2009-09-18
Suppose X is an n × K matrix with full column rank of K. Show that
X的转秩乘以X is nonsigular (invertible).
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2009-9-19 00:08:07
Suppose A is an n × K matrix with full column rank of K. Show that
A'A (K×K) is nonsigular (invertible), which means Rank(A'A)=Rank(A)=K.

Prove equality of their null spaces. Null space of the A'A matrix is given by vectors x for which A'Ax=0. If this condition is fulfilled, also holds 0=x'A'Ax=0, which means Ax=0.

On the other hand, if Ax=0, then A'Ax=0.

So, their null spaces are same, and therefore Rank(A'A)=Rank(A)=K.
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