Abstract
In this modification of the Aitken Pivotal Condensation Method for obtaining partial regression weights and multiple correlation coefficients, the unit matrices used by Aitken are eliminated, with a resultant decrease in the computational work. Through a simplified arrangement of successive matrices, each one is reduced by the same simple rule. Other modifications also contribute to ease of computation and facilitate checking.
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Van Boven, A. A modified Aitken Pivotal Condensation Method for partial regression and multiple correlation. Psychometrika 12, 127–133 (1947). https://doi.org/10.1007/BF02295993
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DOI: https://doi.org/10.1007/BF02295993