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Visualizing Rank Deficient Models: A Row Equation Geometry of Rank Deficient Matrices and Constrained-Regression
Published: Tuesday, June 19, 2012
Author: Robert M. O’Brien

by Robert M. O’Brien

Situations often arise in which the matrix of independent variables is not of full column rank. That is, there are one or more linear dependencies among the independent variables. This paper covers in detail the situation in which the rank is one less than full column rank and extends this coverage to include cases of even greater rank deficiency. The emphasis is on the row geometry of the solutions based on the normal equations. The author shows geometrically how constrained-regression/generalized-inverses work in this situation to provide a solution in the face of rank deficiency.
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