scientific article; zbMATH DE number 3669655

MaRDI QIDQ3866965zbMATH OpenFDO

Authors Christopher C. Paige

Publication date 1978

zbMATH Keywords

covariance matricesequality constraintsgeneral univariate linear modelsleast squareslinear hypothesesnumerically stable computationsplane rotationsregression analysisuncorrelated residualsupdating techniques

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Iterative numerical methods for linear systems (65F10) Quadratic programming (90C20)

Cited in

(14)

• Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems
• The general linear model of the generalized singular value decomposition
• Computational methods for modifying seemingly unrelated regressions models.
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• A computationally efficient method for solving SUR models with orthogonal regressors
• Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
• Rank decisions in matrix quotient decompositions
• Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
• An alternative approach for the numerical solution of seemingly unrelated regression equations models
• An efficient branch-and-bound strategy for subset vector autoregressive model selection
• Estimating seemingly unrelated regression models with vector autoregressive disturbances
• Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
• A comparative study of algorithms for solving seemingly unrelated regressions models

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