ECON 3330 ECONOMETRIC ANALYSIS Tutorial 2 Questions
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ECON 3330 ECONOMETRIC ANALYSIS
Tutorial 2 Questions
(for 12 August 2021)
The tutorial questions are taken from Abadir, K., Magnus, J. (2005). Matrix Algebra (Econometric Exercises). Cambridge: Cambridge University Press. You can find the textbook online from UQ library. Exercise number for each question is given as a reference for you to be able to find the question from the textbook.
1. Exercise 2.3 (Matrix addition)
a. Show that there exists a unique matrix O such that A + O = A
b. Show that A + B = B + A.
c. Show that (A + B) + C = A + (B + C).
2. Exercise 2.4 (Transpose and inner product) Consider the matrices
A = /2(1) 1(2)、, and B = 、
a. Obtain A\ and B\ .
b. Prove that (X\ )\ = X for any matrix X and verify this on the matrices A and B.
c. What is the transpose of the row vector b\ = (1, 2, 3)?
d. Show that (A + B)\ = A\ + B\ for any two matrices A and B of the same order.
e. For two real vectors a and b, show that the inner product /a, b) = a\ b.
3. Exercise 2.5 (Multiplication) Let
A = 、, and B = 、
a. Compute AB\ , BA\ , A\ B, andB\ A.
b. Show that I2 A = A and I2 B = B .
4. Exercise 2.12 (Order of matrix) What are the orders of the matrices that guarantee that ABC is defined?
5. Exercise 2.16 (Partitioned matrix) Let A and B be 3 X 5 matrices, partitioned as
╱ 1 3 一2 1 2 、
. 0 0 1 4 1 . ,
╱ 1 一3 一2 4 1 、
. 1 0 2 0 1 . ,
and let C be a 5 X 4 matrix, partitioned as
1 、
0 . .
1 .(.) , .
2 . 1 .
Denoting the submatrices by A =
、,
B=
、,
C=
、. Show that;
A + B =
AC = A\ = /A(A)2(1)
6. Exercise 2.19 (Diagonal matrix, permutation)
、
、
A(A)2(1)、
a. (a) Is the 3 X 3 matrix ╱0 A := . 0 ( |
0 b 0 |
|
a diagonal matrix
b. With A defined in (a), show that AA\ and A\ A are diagonal matrices.
2022-08-29