Let be an matrix with entries in . A generalized inverse, denoted by , is an matrix with entries in , such that
Then any matrix of the form
where and , is a generalized inverse.
Using the same example from above, if , then we have an example of the Moore-Penrose generalized inverse, which is a unique matrix.
Again, using the example from above, if and is any complex number, we have an example of a Drazin inverse.
to get the MLE of the parameter vector . If the design matrix X is not of full rank (this occurs often when the model is either an ANOVA or ANCOVA type) and hence is singular. Then the MLE can be given by
|Date of creation||2013-03-22 14:31:26|
|Last modified on||2013-03-22 14:31:26|
|Last modified by||CWoo (3771)|