Numerical computations for univariate linear models

DOI10.1080/00949657308810051zbMath0283.62062OpenAlexW2076284036MaRDI QIDQ4769823

George P. H. Styan, Gene H. Golub

Publication date: 1973

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657308810051

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05)

Related Items (13)

On-line structure detection and parameter estimation with exponential windowing for nonlinear systems ⋮ Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems ⋮ Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ Updates of statistics in a general linear model: a statistical interpretation and applications ⋮ On restricted estimation in linear models ⋮ Computations for constrained linear models ⋮ Simultaneous equations estimation. Computational aspects ⋮ On rank-deficient pseudoinverses ⋮ Least squares computations based on the cholesky decomposition of the correlation matrix ⋮ Information and computation in simultaneous equations estimation ⋮ A Monte Carlo study of autoregressive integrated moving average processes ⋮ Uncorrelated residuals from linear models ⋮ The general linear model of the generalized singular value decomposition

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Numerical methods for solving linear least squares problems
• Handbook series linear algebra. Linear least squares solutions by Householder transformations
• An evaluation of linear least squares computer programs
• The least squares problem and pseudo-inverses
• A Report on the Accuracy of Some Widely Used Least Squares Computer Programs
• Optimality Properties of Theil's BLUS Residuals

This page was built for publication: Numerical computations for univariate linear models