Algebraic relationships between classical regression and total least- squares estimation

DOI10.1016/S0024-3795(87)90320-XzbMath0631.65150MaRDI QIDQ1094861

Sabine Van Huffel, Joos Vandewalle

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

linear regressionlinear errors-in-variables modelstrongly consistent estimatorstotal least-squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error, Perturbation theory for orthogonal projection methods with applications to least squares and total least squares, Algebraic connections between the least squares and total least squares problems, Algebraic relations between the total least squares and least squares problems with more than one solution

Cites Work

• An Analysis of the Total Least Squares Problem
• On the invariance of perturbed null vectors under column scaling
• Estimation in a multivariate errors in variables regression model: Large sample results
• The Fitting of Straight Lines When both Variables are Subject to Error
• Latent Root Regression Analysis
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Polynomial Curve Fitting When Abscissas and Ordinates are both Subject to Error
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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