In iolving the regression equations, collinearity in the design matrix can result in Paraznter estimates which are inaccurate. The use of orthogonal matris transformatha such as the singubovalue decomposition can redu...In iolving the regression equations, collinearity in the design matrix can result in Paraznter estimates which are inaccurate. The use of orthogonal matris transformatha such as the singubovalue decomposition can reduce the effect of collinearity Also, estAnates of the regression coefficients can sometimes be improved through the Process known as iterative refinement. The application of iterative refinement to the singular-value decomposition solution of the regression equations is described. Results show that iterative refinement using the singular-value decomposition can improve res gression coefficient estimates, in cases where the design matrir is highly collinear.展开更多
Algorithms for iteratively refining the parameter estimates and residuals from the fitting of a regression model using QR decomposition methods are described, It is shown that if square root free algorithms for perfor...Algorithms for iteratively refining the parameter estimates and residuals from the fitting of a regression model using QR decomposition methods are described, It is shown that if square root free algorithms for performing the QR decomposition are used the related iterative refinement algorithms can also be square root free. Testing of the algorithms is carried out and comments made about accuracies of parameter estimates.展开更多
文摘In iolving the regression equations, collinearity in the design matrix can result in Paraznter estimates which are inaccurate. The use of orthogonal matris transformatha such as the singubovalue decomposition can reduce the effect of collinearity Also, estAnates of the regression coefficients can sometimes be improved through the Process known as iterative refinement. The application of iterative refinement to the singular-value decomposition solution of the regression equations is described. Results show that iterative refinement using the singular-value decomposition can improve res gression coefficient estimates, in cases where the design matrir is highly collinear.
文摘Algorithms for iteratively refining the parameter estimates and residuals from the fitting of a regression model using QR decomposition methods are described, It is shown that if square root free algorithms for performing the QR decomposition are used the related iterative refinement algorithms can also be square root free. Testing of the algorithms is carried out and comments made about accuracies of parameter estimates.