Numerically Stable Methods for Updating Regressions
From MaRDI portal
Publication:4181834
DOI10.2307/2286746zbMath0398.62058OpenAlexW4254632123MaRDI QIDQ4181834
John A. Trangenstein, William B. Gragg, Randall J. LeVeque
Publication date: 1979
Full work available at URL: https://doi.org/10.2307/2286746
updatinganalysis of varianceiterative refinementreorthogonalizationregressionsGram- Schmidt factorizationnumerically stable methods
Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) History of numerical analysis (65-03)
Related Items (8)
Inclusion and exclusion of data or parameters in the general linear model ⋮ Application of the Moore-Penrose inverse of a data matrix in multiple regression ⋮ A fast algorithm for clusterwise linear regression ⋮ Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations ⋮ An algorithm for least squares analysis of spectroscopic data ⋮ A comparison of algorithms for forming the QR decomposition for use in regression ⋮ Changes in the general linear model: A unified approach ⋮ Up- and down-dating procedures for linear \(L_ 1\) regression
This page was built for publication: Numerically Stable Methods for Updating Regressions
