Linear Regression without computing pseudo-inverse matrix
Statistics Theory
2013-11-11 v1 Computation
Statistics Theory
Abstract
We are presenting a method of linear regression based on Gram-Schmidt orthogonal projection that does not compute a pseudo-inverse matrix. This is useful when we want to make several regressions with random data vectors for simulation purposes.
Cite
@article{arxiv.1311.1835,
title = {Linear Regression without computing pseudo-inverse matrix},
author = {Demetris T. Christopoulos},
journal= {arXiv preprint arXiv:1311.1835},
year = {2013}
}
Comments
4 pages