an assessment of the accuracy of the least squares procedures of several computer software packages

Heinzl, Harald (June 1991) an assessment of the accuracy of the least squares procedures of several computer software packages. Forschungsberichte / Research Memoranda 282

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abstract: longley's data set is used as a basis for the following projects: firstly, to assess the numerical accuracy of the least squares procedures of several computer software packages. secondly, to calculate farebrother's single limit condition number empirically. finally, to assess the numerical effect of repeated matrix inversions. it mainly appears that mean-centering of the variables can substantially improve the numerical accuracy and stability of the computed ols-estimates. key words:numerical accuracy, ols-procedure, longley's test problem, condition number.;

Item Type: IHS Series
Status: Published
Date Deposited: 26 Sep 2014 10:34
Last Modified: 01 Apr 2016 14:07
URI: http://irihs.ihs.ac.at/id/eprint/282

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