Recursive Inference in a General Linear Model
In this paper we provide exact algebraic expressions for the recalculation of the BLUE, the mean square error and several other statistical quantities of interest in a general linear model when an observation or a parameter is added or deleted. The dispersion matrix as well as the design matrix is a...
| Veröffentlicht in: | Sankhyā: The Indian Journal of Statistics, Series A (1961-2002). - INDIAN STATISTICAL INSTITUTE, 1961. - 57(1995), 2, Seite 227-255 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1995
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| Zugriff auf das übergeordnete Werk: | Sankhyā: The Indian Journal of Statistics, Series A (1961-2002) |
| Schlagworte: | Primary 62F05 Secondary 62F30 Recursive estimation and testing Generalized inverse of a matrix Unified theory of linear estimation Regression diagnostics Behavioral sciences Information science Mathematics Physical sciences |
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