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Linear Models - M.sc.

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Linear Models - M.sc.

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Leb A be an mxn madaix ,om fw pha nym Ay 14 said do b - invunse “| A 4 “* gevenaliged AAT AD A myn Hx mM XH pepe e | Lef ws congidut 4 nye hemegense na * : sayatem ey Wnean epee oe Ax = b myn ed Then Av ie caid by bee eneraliged inverse Of A ip hx cys heme hens a golubon, yxy 2 AS . a a e Rcavil pef™ 4 &) Dep? peep) rpt_=) pm ~ Lasor and ibs Leb A ean mxw ma ' . é t i invene 4 ae ¢ Aaa” Lek ™% cami do # sy eter i vx linen ans Kren Ax L dey ™ pwMa= 4 g-inwe ve “ / hep qn / ty wll Rean R(A) R (4) bre} yy Av te bye il Tavenac opm Lhew AA-A =A RA) = R(aa a) Z e (a>) DRA) L RCA) brevel Reaull RUA) = R(Aa-) =R(A A) pro]: ‘hae 1G be ea aa A, aan ° Ray 2 8(AaA) 4 a (ara) £ RY) V\(a) = &(4~4) Wwe can then, a rove thal Simi len! } R(a) ~ # (A47) tla) — Rtas) = Raa) Peautt pow fw system Ax =a, gala G ty onbitym 16 y= (I-A aL, L's 4 A \ “ che false a (T- ara) 7 oad =a(T- A~A)™ =(0- AA A)y =6 Reewlb | 9 jivin vt Ay=b, adel™ re 1 clog DEAS a bref | Ay = afar + (r- mast] = avy b (4-48 NL 9 - AY + (a—aa-ayt [y def 4 gin] b ~~ Reflerive q-inveute : Fer om (ux) metyiz a, at 1% paid be te 4 vel lerive g~ flecene mip Aarhe hand A* hw a* > 4% Waide A = Av Aa * New, 4° 4 Am: A~AG mA Aaqm eAan 4 At ul A ATA a(A ~ aava ain — fa A: A Regul t.' a (atay (ata) =A hes A | s en myn maf rin A oe Penvene INVUTAC f iS nat ace Hey iu) Aiant-a ivy ta) inverse ne ty ve aa (a) A hn Meeve Penveat wy moatyix A 1 New af = a! (aa) a (ata 4 whieh ho cab’s opie Pre above pew) condr bow At can be (hewn a Move Penveay Invurse M « Cave anny la br preview veswlt ° feaulk Mare Penrose faverse 14 Manly frre Merove An M%yn Mme vIn whys fan ton i [attn,! ‘') ty! by (Al Gr ']Os bry A Gry ba Hen Meove Penvin INVEW ‘ niga Note? lk A= Be be venk foc brigahen Then it can be vunificd thal, , gt -@iaytet, cb = oC) + et wre M- fe invows whue 8B and and then a s oche n = \\ o o ro! Let Yoo Mar pr ttn, Bote TPO pte, vel, aro The abeve th 2 Iinean medel M vk ve \ itntetay eee TOT parame burs linear Ines Lin veg 4 ke + prt &! CS TUES see KER UE Oa! Lin om Xp, ® Poly mem | veg 4 -Po L Pry be +B, ht Cy Thall He os, E(x) =g and cov (ey, en) = ys pus wl Clami fies Hew wen B wine Ef a) ry Th Xe vey) Chen ob tedica bes o Sha Py ese oy abscenne ef BR Loy ved ponding pecker hh ANOVA myer ele i ly] te Tag be lens a conbinuens dematil ree elt Aug Caw AAume “~y vnine bob wey a / 14g, by I; i cram fle eee ey a = Reg rcacien ann yee / ver) cr fn Aome { 9 Lloand Po tm a ey iy ) clang: fies om we £4 . y Fixed ects mode]: { ixed Cote ey Try Rawdom Al yandsm basrde he . ™ RAL < > additive comtank Atlent one pincd fet | yan dim atleast one eck beAide the addi hive ton bon F © wry Mixed ! 5. [ew 5 cw] thak E (en) -9 leh ow wsume E(& ey, Cus) =o Boe! we wn hen ; sh mpeses v . ° ann “d tonbeee gratyi be Haw nov wa | . enn (ge"t) nw Fined cet mo dc] Suppo we hove ne bacyva Hons Mut Xfi toe +H By tev, ve toy | Elen) = Cov (eu, Cur) = Sum! Nexpre ; os aie Comsdan, E(y)= xf nN os ~otS 6 (enews ry Dy) re Dd Pr : 1 The aebup is (CY xp, oy) J Tr pom b le let, Ys =< Ay xi New comidin xily iv(gityy = x ‘! ' \ gt 43 Hew we cam nlways convent ac ha pra be actup T WLhA Msume acbwuf L Yivew yy 6,44 nonkingulaq motyix Lo LY Ll sto awd an liter (ua! molrixn Po Awd halk Pye =a A wes th alle =f depine Yours) Ely)=.t F Cy) = lags RE o(¥) ST oy oo Paname}a ie J ane Boe od A patamelyie free Bow defined fe a linean une raw of ths vnlnewn panamebon 1 Po,» Bp | » Pars BF wiihw ky eww covet anf crap Coie er) Fon oe oho ee c= Centers Ob) then SNL. olla. parvemelers pune bow me Aelested prcshons 4. Consider & a a ws Mankov act vu} Cy, x07) nS Lr ah mable . wn ynehow and . amelyrc h ouey pve ow. Examine eee AL Cae foe ane anepe | nom anygiven Avo tn ae BLUE of € elematle bonamet vis pene ber ( ‘ ? Leb ws cow 1407 pnw d 7 2 ak vp Cy. xed) Pe yaxpte re x = deh! nomad ie oo ~ ~ e = yandem wwieY | ~ \ Pe i Let cle be a pariametvre vne ew : ' whew £ be kaewr cant tant co cffrien E aa . , The éname bY8e unchien ¢'f 14 gard _ esHmabdle if shohm & line vebiocd eslimaley Roe: el o [inenn purebiow the sbscriva hows 7 ay a's auch that E— Ca'Z = c'lpe | i i no in yw Vv lv i4 the colvm =) % ey x] om lw above os nj} ton my alse state bhak ‘f aM fof Vota Vy tA called the apace le the veekoy space be the uuier pone bon ( ae a ae a Leb mw comiden ba elbows qs Mm koy ach vb d nxt nxb bat Ln 2 ag vox) <9 (zp) Lek Vo = colvmn «paw y x es and tet ats be linear unbiaeg erhma by Fhe partame tvs vnchoen clp pwherg a Ey such tha} YCans) Y von (3 2) Ths unique ot 9 "K called BLYE of Hane at ey non te y py dorsomed “ : —-) o: (xix yr V(X) EY ¥(v) 7? 4 ana Y(V )- we (av Hhacem plement 4 vir Vn ) = on-y ' . pines nS (ny) ouev | une tank wid, wal ely) wed iL . and req ane vn ae pendea | i New yd |v. ¢ lp no ~ ‘ “""d. “| ~_ So we CaM we eye ls oy t aly + ams deve t Al vo 2 = v 1 =o Ca) > m mom furs cls | a t et one which a eos ces ce lee i fo. the t minim um vamians gelet 2016 9 vCaih | t t2¢ Wwe ond \ meee + Saw) \ WA minim eel phi w we. Cow mo CUTE \ Som “dob fe find ont BLYE \ pone Hew . iM gd aa! ve Fwo Ive’ pay Lek gt et BE Plnetio an ec male parame Pris ty 5 wikh atean EVO Shaw Fhak arena | \ lp | ie? ee ¢ cea be fone RUE SE | oe aI S (u-% ‘Xf = 0 ens leo —<5 Let woe bgp, debtor f be 6 esbmable wee £ Saclien, Hhen Shaw T ; ( mab pan F y 4) d'f is also eb Ie ah va tte BLYUE who yaaa? co ig the lens h yearns eghimate 4 £ bie on frewpeans ag limed le pareme brie done How a 1s jiy be an buee fh Me Cos! a) = hale ve | =) CK i yee rd ical ge! $4) | : 4 a J 16 an vee @ he d=! ~ a Lot hie “ . , at . Ss ay hy Lo va algo estima ble qe! ~ thingie thab bibs E lest Agent eek ep wile EY ye au Mankeyv ety h (i. xe 7 ) A - e = (xb) (x'y) nif os we Cateye GI) OP ' eglimable Agriny wi £ 1A te @ (x) ~e(x'%) yw bitwang re ! (x)- + prema” ha? ah CD OO” cay) og rixly tek gia be org levee fp we cyiz) = hie =>) 4! xp = We =y wy = f'* Nes Goan (ay + G . v(a'y Mx'Y) Av Calaty ¥ > v(wth) . "ov tor 1 Poe atyeateg aN) 0 woe yet y) >} (xd) -o'Iw (g-) feeety (>) ) cette (aes EMO)? ert ty (ct) =" | wie ig dhe BLUE hi'e 4 n “hl hy BLYE oy bh >) Fag he i me 4 oaNe ae! 'p x ——————— * 2) “> Digews different wayg 24 com point the leat cane eg lima He 0 4 Rina linean model acl vt = wey E(s)= xp (a, r= when (x 'x) 146 Arngulan the eghes bry above vaiswe 2 oI by Ts k . Let cih be an estimable 4 ew 6 ¢ 5 iy ahr fists ae oe Nw yn (fe) ; i Me'F) Fv Catyt B 2 yes = Cf se) oe 1) > (x2) cette Cai 1x) )afeteide (x>) =o* Tn ( atx- steels) > = Tw (ctu) "| Wie edhe BLYE 4 bite 6 nae en = S 4g nk 14 the BLVE Se Cuuel “2 J ~ Gell ice w ven (£9 NIA Me ) x, ——* 2 aS Dicems different ways <1 com by Kea the lent sane ec hima be eee ere lenean’ model ack uP 2 ECI)=*£ & wy (ayer Te when (x! ) 14 aingvion Ts the us tine bry above valine 2 i Let clip be an estimable Pune hew » Cheek o> C8 wheathour Khe bench TEquene estima bev a SO OQ) th UMa4Xe. r Lek mw comida he me « nea Mankev model Y=xh te pwhene X= desi nome ler ex yendom eruiey 5 Hu wre are 4% uived |e find FP edit Nek 49 Mane eghmabe Ah - We havi several aphresches eto feel ; Abend nae The mz tho 4 comiska tn minimigtn Ss = y (2 - a xo PE) ene bP Prive Pb eae ao VPI =S S (ou- Hy, Pr = up Pp) 778 vu => ( Yu tude (Do tet) fe 4-° e(y epee PE | =o} de tei < lek w wee ES xt (RI xp) axe xp ARE x3 yiet@e (att) Prt (ots Prd CF EU ay aM 7 ( fapin DP + (%)'%2 >a t + (arp eparyiy & ' ay fi % x,' Ay owes *) ro = y xp Pr xp ay HOF = («5 3) iy

Ww ue eon Ju minimite [| y-xe new, *2 ecrlep axe -xp OV Let ae £ # iA varut inv ly - iI 1% mini ' wet Mel cael peagecae ft tend ZeNV y.-#1v v ey. -o] (1-4) % x CY ) [es ke ‘| ye ~ &M)e | JY) err? leak yun o4 A ere ~ a) ; » We we tvew that (xx) * Ringel . a eS @&Ix)” (xX) on (ler m8 ies Hh ey «lx ) . V4 not very Kinng not rani es Home Ruse qoievows Ms ‘ v at eves &) = vews P (x!) > cla Al lx) ry “t . 1 | sy peje Jee ee ee A fo vntane , Leb aria ane a f-4-e 2 “etp ; be Sime hae nu un bioved ~ 7 =\ at! B cp ~ v v = a'x = c! ard similanl agty =c! ~ a) a 42 éNv (cole 4 x) Wey) E(x -20'2] 7 eee aa )t Vv aqee ma - a EV =) ar —- 42 20 = fs _ 7) ay c= ae ~v Vv fed Home eae ea Lima 4 uv wh ponsme lyr nt i ble | e Ven Hie {A esha | x gaws Mankoff? ce -up om ones yee City vie hack Prove Cy, xP, o7T} w ‘x,) " i thak c'P ‘4 estimab kk ‘f and onl 4 | an alt= etH pwhuie He ATA, -w'e). ele cu He An pasa qivew Haat © Hee) “a i shew “The k u ER 7 clips eslima ble cle clu - c! A-A ~ ctar (x) 7 (cia x% = ay [a= | a) che vows bh ae 1h \ Heme c!P lama ble ’ only if pant IhIA von that ce vows } 4% < vewsp eH (x!x) a d! Glx). fer a d clip 14 exh ble = yen = A =) (2 Ath =y cee Etat] ote yt wana eo AT a EW ny ce A d > 4 4 } F Find an expreaston fay the variance af Fhe t leat | Bqvan ca bme by Y an en bare between Ehe lea! KAN eK cabrme bev b ; 4 ture ceabimabl« pune Hen ' ~ | and lh + Leb weocomiden @ Iinean model Y=axRete - x a aceige matvi¢ v pabibel 14 pat orion) alae e e v The least sae ea himale 7 pts ve y e p - & yy C8) Leb clip be 4H th Limable Ths leat “on egbimale 14 gi A b clap te geV New van Ce/h) ct von (F) ~ vnehen: <) New c!P 1K an eelime ke cs lew lincary mode! yw where y (taey) SF Find an expression pow ae Vat anw fe th leacit Ca es lime by an <4 Hina b| unchiow cl and the Cavan fan, catima bev leas F KAMn et between Fhe oH ture ehLimal le pene Hon cle and 'P ~ — Leb w comida @ linen] model a aXe , X = desig matyiz Ly i ~Yandem enney The least eyes ei lnimeatec +4 pts vv" b * p= &xy Od) Lek clip be ew th Limable Hee bon. thks lent an elimale 1% giv iB) Jp oe -pl a x! ule) & VP a New, van Ce/h ce! Van (2) £ iy 1 vane brew New clP tk an eclimake ®> Derive the wvel Fo teal | Hoi @ =o b) Give on ctorna hive vahfichen fow Vain OCP tab ‘phek vg nob badd on linea model Phew , > > Hine He given Niteleeves model iy Yo xede, X= dexipn malri'y @ = yvendem crnoy «nap) = ben) Sinw Nk +4 fell column yank , all panomebrie pene bons ane estimable ° Nv? Columna bau 4 x Hue ows "y po bheare + in benes t ‘4 ; / birnab le Ho sh called testable 4 Lp oA exhim | ee bagtable thew FA? Ho 14 evi yh & (43) = Lp when vewa by 4 | wm Leb ow vor te e(y) =AP = hg | Co Le is eshim able LX pe Ecole) n ~ ” vndur He! E(ay) = LAso= 4 o fo y ¢ Nullé parc “4 A. oe d SVT ilrnspan “L in V eVh tat Y Leb ute / “bs: avthensvmal bMS 7) 4 é ey PheemplemenE 4 y ews prom ayy & Vpn [a gers a % @ pry Np-6 woe catend (+ er to, | Av, Aye “ Ky arthenent{ (* o ) eae c ») y then fey Vp We funthen extend 1+ oe te, (Hu Kar o Kp Be 7 4 en % oP es beat pot ire Fy undoing Ney, ssE =p] Y- xe p ~ a ° au — Mew fp yeel] MeN ° y uy A va the preqechow I = ~ oy Yoon Vp = p ~ > | 2Pse pee || ; & _ vst [.2 ti a cep eh teehee . i ad a + ctpt , ig? _ yaad DZ Ce pti e 7 SSE, = Miw {[ Y- x P| Ho ~ ome [Lr vil VON 5 SSE/ he | ae oy bn b [ob Unde Hy Fo om a oe We veges bo He af level x if obacmved F> Fase n-} |. penivain of tek gta bebe 6 Likeli howd ‘3 ea mabked > ee ee merece qs Man kev ach . . The likeli howd pncben 4 (oo eG 7 t mh _ dy (4-0) C1 - Xk le 2 gt _ SS ge See! ns er ah altel _, De a co- xe) Ce) L-R 1 au a 29 ole > (Fr sseue — not isons 58 ) Ney ~ sok e wt ssEno = ~ ye not p Or yee ~ I : - (se. «yl whee v(x) =v (op)> De % PY CASI On fey the ee _ l : ‘ af rely Hon up avbycek be Weary oh ae the Poyme yesbyichon Af&= d Vv > Hor war ark tiven Phe oH ewes ws Man kov GL vp Ff 7 Y=EXP HO KX & destqn matrix v(x) (ev € 7 yandom wneoy Hue we want b minimize (tse) Cr xg) ely | Ae = an). Lek we comtyuch PA. fenewiny J unchon | c= (¥- xe) C1 xe -2'(A§- 4) | Hue dA 14 Lagrange ls mulhplien) =) a(x) e- 2*'9 =LAMs ay wae AO te&ty) PP OD (xy + At%) oe 4 GY (aa) =B. + (xx )- (ata) ——— Hane une slo Ho: Ve Lea w v nw Fane an ‘ Ar, Huw v(x) = e if A [pa . 74 -y ry p(y, v) I oa a evn} | = 1-a Ws oy Tw opty] £6 Fane bet] =1-4 /, n t “y(t nes) Age HEE Ye beeen he] tr.» | => [ety aE y- (Faja ne) owe | niY + Ey; ky ov ] | -|-4 | 0 7 T 1 ) toa oot cd Bs | The Gee may ob baie 1& ~perp * “I h above We opel pyre the ne ov » a HA —_+—_—— * x iy , anid. bro may vanden V Wate vefenerme Ty a cewticle wy model, find unbimed es! vigh ey if the dif cient variance com ponen ty Exblains hew you would obfatn fhe eet An unbimced himah, as one VANTIAM*A compenen F \ c : a : to a marn ¢ } Cory ¢& Pondin thee Find «hw approxima te loo(l-«) 4% CL be « anbitym [inean func hoy a a Variant componen a srandem effecks model Ge a Beene Sf mili The linean model fir a bno random eff cobs medel 14 ve by d Ogre =™ + ale tg begK cs 1G)T Home, e betel onl 5 pagenenal effect we 10% ay = 6 (M54) git kort rv % Li) e (m5 8) e Sna gins — kaw ‘ c (ms (08) = ive) e (mee eT get pi hs giv) ow Lii’> 4. tC ! 4 ae ms(an) - MSE v AB ae - y ret fib Givsand Lvs in fi'y “a E(ms5) = etme) + E(ustar) \ i : MSE ) ce oe 2 E(w mn ) Gey ae % ad (Bo = Mie Wtlae oak Simi lanty a s a cn ee) Tk BY Vatieme HE unbiaced tehima boy ’ Hue we ane rep wired by find the Van fame an unbioed es lima lor 4 Vartan com ponen t Sele ee ain eq feck Vi a oan an (H* Jz oat a(t ) 4-V— s5(0 8) (- Z \t-1) I! L ae [ga ED tO 2 1G) a raf eCame-] : o oka aya : any @4 oa wg ~ rtet LE GF ao . whore % = of $e £0 _ | a { Tao : TK _ ct aan ~ ng + =r K pa(i-¢)/. CTY 4 Linear pvnebre ep veniam cempeten | \ - _ NN 8- In whal 4 bua fon foe tevin ; em ecto a 4 a bprvepra le - Sugaerl mie -e% ac Pow Fhe fixed effeck © Why doen ‘the Ce ieeal op leer) Go O wvk hone ; a Fablarn alao bew yey will apply S-mchh oy mulk ple + C#m b ait one ex the ¢ fixed effect con bras ts ore bhia fy ha laine <) va whieh weom apbl tee oy mined effec t« model | —y WY we deaeribe o gifvelon bel ew \ | fixed ack 4 wor kins (4) We have Tce ope ee Ce eee acample of mechines (8) Ths punfermenns of worker i freed and poner machine 14 Yandem Wee lve ceive aon and Re tv bute Peer Fee 1h alae yandonx TF ained cH Pe aphre prate fer ann Vasa ‘ W The hinead model 4 » Hoe % Wee ey mixed model 1K a ba din = mtes by +t) terK y rel(yt whore , rena) e = 1k he gon! pixed « eck due teh level fie! fel dee do dechy a vk tev! vendem 'ntenachien due be rth level o4 A and qhk level ey P ARRON The ous vm p bio erie heey a" ove m2 een ol indures | 14 1Vew ty a d * atl f one inequ Ho! 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I = mye 0) By " ica) ,~ — x 5 oy the cetel 2%? pa? +e ww Wore 2 ine) x (rehy et (xk) evry lacs Alea) sen ay Fhe bag ma tix “ vee at on ges ve age correspon bin | effet 20.0 ven Va tan makin 6 eeyes onite covearita le ef fects d e0ee) “ee v(x) =, + «1 a nlp is eghimabl or shee ay Sh ‘ ) haw " by ottarn « Jest fey L2?-0 Whta vy \ / L lax) =4(4k) yo = in mages Vincart model tm PAC ANooy Up tA qs tt a +E? te x1 “ Px! nxk kx” axl Hane thon ako givun Haak ee os Woxl2) = vt The above model can be ve wr tte My = XY +e whe Sf = (x Z) <(%) =yee Ty how Pre mool aaa vA fae a Ce o-= _ (4) - + (21) (* oy) 5 (28 32) 44 ") 2 (7) °/ (e'x)o + (I ae by —— («! ae ny &'x)e b@! 7\?- “foe o> => be tee (") -(/*'4 Aad Arr 3 x4 ext «x K = Aa # oi 7 sacs Aero Ae van i “lt a i = lye Aer bn xt New ¥Y. a hoy — Any Aus ) oo = Aare Aad y (*» — Aa, Ay Ata ? ae 4 ~ Ag, An ¥ 1 $y (BE CME)? ) - (24 y= (27>) Cry xy >) T- x Calyx! )B? *( = BLT eG ae EN iy E'S 4 - =) (t! 8% . ry 2 T- xxx) x! eS Re = Ro KxXM nynw nxk exK Rez E' By BE (ei) vee nxn s 7 = (Rte Ry = E'S Kx I re Ro Eby e (3) = Ro'g!8x (xo ##%) New, SSR ang Se 5 [arin CB) Mey ‘To PV Come Ff hig W Exack beak based o aval beg bs = 80 AT Od benden fie | Holla 6 M5Cay ) OO Fom sey ear oll ww : digqn bu brea a cits unde : * (™5Cag) veblem we opt oy, Eck pre cedune we Hetteling woe Woe we Wane dij ’s let We constynct : —_ nem + 1C1)T-I ayy = txjo — Safe) cae me haw a Cre) xT ame Great = > Céaxy ~4%0) (ayia ) Pim = ne! = +) Lek ‘ (om ) ) ~, Cae, ) ~ faa aa P “ fa ‘r-r), “ee oa Cuer co 2 =F (500 Ss.) - (nie) +4 ) 2 : ‘= “yr 0 - He = w= o¥ a= — _ FE (Ea) Co (8) CEB at (bo Be ‘ ~ _ = AES a false X)? (rie 7)?] WO nie [r- * Crs! | sae \ he e(®) = (e'R DP = ° ; a calimeb le mel une lien Yr 7d Pe dimable. for % roy d pea® _ dic} (Ro) cee pish(e.) = &18x oe(g ) gx & ‘vty ) 22° & “AC's ate'y) - && CaF : px x'y) A in . = Ras PR ig — Po Rae - be Rea whut Rew = 66E cover cxpon din ANoVA bow . S Ri 14 tre eyes mow fre sa bvredve Few lo Wonca cyrecenl =o heac Het LP -6 whee V(lLaxe )=4 ( NT = a [°°] (Le) wie af = 4 Teh ak ahs he sc€uy- sels “se [nny k Yay new « We ve eek Ho ab leve | 4 ip og YY Fase ney K Foo

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