Linear Models and QR Decomposition

  • Erricos John Kontoghiorghes
Part of the Advances in Computational Economics book series (AICE, volume 15)


A common problem in statistics is that of estimating parameters of some assumed relationship between one or more variables. One such relationship is where y is the dependent (endogenous, explained) variable and a1a n ) are the independent (exogenous, explanatory) variables. Regression analysis estimates the form of the relationship (1.1) by using the observed values of the variables. This attempt at describing how these variables are related to each other is known as model building.


Parallel Algorithm Full Column Rank Good Linear Unbiased Estimator Householder Transformation High Performance Fortran 
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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Erricos John Kontoghiorghes
    • 1
  1. 1.Université de NeuchâtelSwitzerland

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