I realize I can't invert the $X'X$ matrix but I can use gradient descent on the quadratic loss function and get a solution. I can then use those estimates to calculate standard errors and residuals. Am I going to encounter any problems doing this?
Changed title as it may be misleading with usual notations ($n$ is number of observation and $p$ is number of variables)
gung - Reinstate Monica
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Changed title as it may be misleading with usual notations ($n$ is number of observation and $p$ is number of variables)
Riff
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