11. Computational Algorithms for Fitting a Regression

  1. George A. F. Seber and
  2. Alan J. Lee

Published Online: 20 JAN 2012

DOI: 10.1002/9780471722199.ch11

Linear Regression Analysis, Second Edition

Linear Regression Analysis, Second Edition

How to Cite

Seber, G. A. F. and Lee, A. J. (2003) Computational Algorithms for Fitting a Regression, in Linear Regression Analysis, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780471722199.ch11

Publication History

  1. Published Online: 20 JAN 2012
  2. Published Print: 21 JAN 2003

ISBN Information

Print ISBN: 9780471415404

Online ISBN: 9780471722199

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Keywords:

  • QR decomposition;
  • hat matrix diagonals;
  • robust regression calculations;
  • elemental regressions;
  • high-breakdown methods

Summary

This chapter contains sections titled:

  • Introduction

  • Direct Solution of the Normal Equations

  • QR Decomposition

  • Singular Value Decomposition

  • Weighted Least Squares

  • Adding and Deleting Cases and Variables

  • Centering the Data

  • Comparing Methods

  • Rank-Deficient Case

  • Computing the Hat Matrix Diagonals

  • Calculating Test Statistics

  • Robust Regression Calculations