Centering and scaling of regression algorithms in the face of iii–conditioning

DOI10.1080/00949658808811101zbMath0726.62136OpenAlexW1997535100MaRDI QIDQ3350562

James P. Lesage, Stephen D. Simon

Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811101

zbMATH Keywords

scalingCholesky decompositioncenteringnumerical accuracyleast- squares problemQR decomposition algorithmsWampler benchmark

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

The accuracy of least squares calculations with the Cholesky algorithm

Uses Software

• LINPACK

Cites Work

• Test procedures and test problems for least squares algorithms
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