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Updates of statistics in a general linear model: a statistical interpretation and applications

 

作者: P. Bhimasankaram,   S Rao Jammalamadaka,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1994)
卷期: Volume 23, issue 3  

页码: 789-801

 

ISSN:0361-0918

 

年代: 1994

 

DOI:10.1080/03610919408813199

 

出版商: Marcel Dekker, Inc.

 

关键词: linear model;linear zero function;regression diagnostics;residual;updating formulae;correlated errors

 

数据来源: Taylor

 

摘要:

We consider a general linear model (y,X,U) where U is a general positive definite matrix and X is possibly rank-deficient. We give updated formulae for various statistical quantities of interest (BLUEs, residual sum of squares, etc.) in the following situations: introduction of an additional observation, deletion of an observation, inclusion of a new regressor and deletion of a regressor. We give the formulae in statistical terminology so that their significance is better understood. We then give an application of these results to Regression Diagnostics in the linear model with correlated errors

 

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