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Scala Documentation. Welcome to InflationData.com. Introduction to Econometrics - Matrix Algebra. What follows under this section, is an introduction to matrix algebra which is essential in order to understand the discussion of more advanced econometrics and statistics. Most properties are only defined or described without giving examples, exercises, or rigorous proofs. In any case remember, mathematics is pure fun!

We write a column and row vector as follows where the prime (') is an indication of transposition. The length of a vector is defined as Note the following, obvious relationships We write a n*m matrix as follows Addition of matrices can be defined as whereas multiplication can be written as Transposition of matrices has two simple properties The multiplication of two diagonal matrices results in a diagonal matrix where a 'diagonal matrix' can be defined as A special diagonal matrix is a matrix where all diagonal elements are equal to one (identity matrix denoted I). A matrix with only zero elements is neutral in addition Vectors are told to be linearly independent if if and only if If.

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