This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zeroone matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of loglikelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.
About Darrell A Turkington
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Author  :  Darrell A Turkington 
Publisher  :  Cambridge University Press 
Data Published  :  01 January 2013 
ISBN  :  128387069X 
EAN  :  9781283870696 
Format Book  :  PDF, Epub, DOCx, TXT 
Number of Pages  :  pages 
Age +  :  15 years 
Language  :  English 
Rating  : 
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