Linear Transformations of Data (Econometrics)

29 Views Asked by At

If $Z=XA$ and $A$ is a non-singular matrix, what is the dimension of $A$?

1

There are 1 best solutions below

0
On

Typically, the term "non-singular" is only used to describe square matrices, so presumably we know that $A$ is square. If $X$ is $n \times k$ and if the product $XA$ is conformable, then $A$ must have $k$ rows.

We conclude that $A$ must be $k \times k$.