Numerical computations for univariate linear models
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Publication:4769823
DOI10.1080/00949657308810051zbMATH Open0283.62062OpenAlexW2076284036MaRDI QIDQ4769823FDOQ4769823
Authors: Gene H. Golub, George P. H. Styan 
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
Linear regression; mixed models (62J05) Software, source code, etc. for problems pertaining to statistics (62-04)
Cites Work
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- Numerical methods for solving linear least squares problems
- Handbook series linear algebra. Linear least squares solutions by Householder transformations
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- The least squares problem and pseudo-inverses
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- A Report on the Accuracy of Some Widely Used Least Squares Computer Programs
- An evaluation of linear least squares computer programs
- Optimality Properties of Theil's BLUS Residuals
Cited In (13)
- Computations for constrained linear models
- On restricted estimation in linear models
- Least squares computations based on the cholesky decomposition of the correlation matrix
- Simultaneous equations estimation. Computational aspects
- Information and computation in simultaneous equations estimation
- A Monte Carlo study of autoregressive integrated moving average processes
- Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems
- On-line structure detection and parameter estimation with exponential windowing for nonlinear systems
- Uncorrelated residuals from linear models
- 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 rank-deficient pseudoinverses
- The general linear model of the generalized singular value decomposition
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