Orthogonal and oblique projectors and the characteristics of pairs of vector spaces

Abstract

The statistical operation of multiple linear regression by least squares is equivalent to the orthogonal projection of vectors of observations on a space spanned by vectors of observations; and a partial regression can be similarly represented as an oblique projection. This connexion between a statistical and a formal algebraical operation gives the main source of interest for this investigation. Its object is to develop algebraical theory which supplies terms necessary for a unified algebraical and geometrical formulation of concepts in multivariate analysis. An exposition of the statistical theory is to be made in a separate paper.