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Activity Number: 660
Type: Contributed
Date/Time: Thursday, August 13, 2015 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract #316132
Title: Deleting and Annexing Data from and to the Least-Squares Linear Regression Matrix Inverse
Author(s): Timothy Hall*
Companies: PQI Consulting
Keywords: Least-squares Linear Regression ; Matrix Numerical Methods ; Matrix Programming Methods
Abstract:

This paper presents the analytical, calculation, and programming methods for quickly and easily updating the least-squares regression matrix inverse after deleting or annexing any number of observations from/to the design matrix. These methods avoid the problematical ill-conditioning and required numerical maneuvering of large matrix inverses by only involving vector/matrix addition/subtraction and multiplication.

Authors who are presenting talks have a * after their name.

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