Numerically Stable Methods for Updating Regressions

DOI10.2307/2286746MaRDI QIDQ4181834zbMATH OpenOpenAlexFDO

Authors John A. Trangenstein, W. B. Gragg, R. J. Leveque

Publication date 1979

Full work available at URL https://doi.org/10.2307/2286746

zbMATH Keywords

analysis of varianceGram- Schmidt factorizationiterative refinementnumerically stable methodsregressionsreorthogonalizationupdating

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) History of numerical analysis (65-03)

Cited in

(8)

• Up- and down-dating procedures for linear \(L_ 1\) regression
• A fast algorithm for clusterwise linear regression
• Changes in the general linear model: A unified approach
• A comparison of algorithms for forming the QR decomposition for use in regression
• Inclusion and exclusion of data or parameters in the general linear model
• An algorithm for least squares analysis of spectroscopic data
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
• Application of the Moore-Penrose inverse of a data matrix in multiple regression

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