Sparse matrix in OLS , sparse matrix transpose and multiply
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Nooshin Mahmoodi
on 9 Dec 2018
Edited: Bruno Luong
on 11 Dec 2018
I need to estimate B in this equation that u = error Y = B * X + u
the estimator of B = (inv (X '* X)) * (X' * Y)
X and Y are sparse matrix, how can I do it?
I use sparseinv instead of inv but I dint know how transpose it and maltiple them, Is there any one to know it?
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Bruno Luong
on 9 Dec 2018
B = Y/X
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Bruno Luong
on 11 Dec 2018
Edited: Bruno Luong
on 11 Dec 2018
B*X
must have 6 columns, and there is not B that can makes it becomes 1 column.
Unless if you ask to solve B for y = X*B then in this case
B = X\Y
Matrix multiplication must be expressed with correct order.
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