Another typo

Discussion in 'SP9' started by benny wang, Mar 12, 2017.

  1. benny wang

    benny wang Member

    For solution 3.20 of the Q&A bank

    for (iii) checking SVD
    The diag L in solution is wrong

    It reads
    0.5650 0
    0 0.3660

    It should be 5.4650
    I have been picking up typos here and there... have you guys really proof read your course note?

    The derivation of U and V also isn't clear from the course notes
    For first iteration of U1(1), we take XV1(0)
    But then to get first iteration of V1(1), we take X'U1(1)
    It took me good 10 minute before I notice we need to transpose X to get to our estimate, whilst there is no where in course note that says this needs to be done...

    In addition, the BIC calculation is wrong for solution 3.19 of Q&A bank, you didnt log the number of observations.
     
    Last edited by a moderator: Mar 12, 2017
    benny wang, Mar 12, 2017
    #1
  2. Simon James

    Simon James ActEd Tutor Staff Member

    Hi Benny - yes, we do proof-read the course notes - but sometimes in over a 1000 pages of notes, the odd error slips through. Thanks for letting us know about any issues.

    You are right, the first entry in L in (iii) should be 5.4560

    Sorry if the transpose of X isn't clear, there is an apostrophe in X'U, but perhaps it's hard to spot, that's why we have included a worked example in the Q&A bank. In practice, this manual algorithm is automated, for example there are plenty of online calculators to do this for you.
     
    Simon James, Mar 12, 2017
    #2

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