]*>","")" /> 用QR分解拟合回归方程参数估计和剩余的迭代加细

• 论文 •

### 用QR分解拟合回归方程参数估计和剩余的迭代加细

1. 南京气象学院数学系!南京;210044
• 出版日期:2000-04-20 发布日期:2000-04-20

### ITERATIVE REFINEMENT OF PARAMETER ESTIMATES AND RESIDUALS FROM A REGRESSION MODEL FITTED USING QR DECOMPOSITION METHODS

1. L Chun-lian (Dept. of Mathematics, Nanjing Institute of Meteorology, Nanjing, 210044)
• Online:2000-04-20 Published:2000-04-20
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.
()
 [1] D. A. Belsley, E. Kuh, R. E. Welsch, Regression diagnostics. New York: Wiley, 1980. [2] M. R. B. Clarke, Algorithm AS163, A Givens Algorithm for moving from one linear modelto another without going bed to the data. Appl Statist, 3O(1981), 198-203. [3] W. D. Stirling, Algorithm AS164: Least square subject to linear constraints. Appl Statist,3O(1981), 204-212 and 357. [4] R. W. Farebrother, Linear Least Squares Computations. New York: Marcel Dekker, 1988. [5] A. Bjoerck, Comment on the iterative refinement of least squares solutions. J Amer StatistAssoc, 73(1978), 161-166. [6]吕纯濂,用奇异值分解求解回归方程的迭代加细.数值计算与计算机应用,19:4(1998),265-270. [7] D. M. Smith, A comparison of methods for forming the oR decomposition for use inregression. Comput Statist Data Anal, 14(1992), 229-248. [8] W. B. Gragg, R. J. Leveque, J. A. Thangenstein, Numerically stable methods for updatingregressions. J Amer Statist Assoc, 74(1979), 161-168. [9] G. E. forsythe, C. B. Moler, Computer Solution of Linear Algebraic Systems. EnglewoodCliffs, N.J.:Preatice-Hall, 1967. [10] SAS/STAT. User's Guide, Version 6.4, Caxy, NC, USA: SAS Institute Inc., 1990. [11]吕纯濂,线性约束和奇异SS&CP矩阵下LS回归的扫描算子,南京气象学报,21:1(1998),35-41. [12] GAUSS Software.GAUSS”M, Version 2.0 System and Graphics Manual, Washington, USA:Aptech　Systems Inc.;1988. [13]吕纯濂,陈舜华,矩阵语言与多元分析.北京气象出版社,(1994),14-177.
 No related articles found!