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<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
<p>which is not the same as \( \tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{U}^T\boldsymbol{y} \), which due to the orthogonality of \( \boldsymbol{U} \) would have given us that the model equals the output.</p>
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<p>It means that the ordinary least square model (with the optimal
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parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal
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transformation of the output (or target) vector \( \boldsymbol{y} \) by the
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vectors of the matrix \( \boldsymbol{U} \). <b>Note that the summation ends at</b>
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\( p-1 \), that is \( \boldsymbol{\tilde{y}}\ne \boldsymbol{y} \). We can thus not use the
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orthogonality relation for the matrix \( \boldsymbol{U} \). This can already be
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when we multiply the matrices \( \boldsymbol{\Sigma}^T\boldsymbol{U}^T \).
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orthogonality relation for the matrix \( \boldsymbol{U} \).
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