A note on the updating of regression estimates

Document Type

Article

Publication Date

1-1-1993

Abstract

We present a general approach to the derivation of changes in regression coefficient estimates and their covariance matrix due to addition or deletion of independent or correlated observations, re weighing of observations, and general changes in the covariance structure of the model. These results are useful in the area of regression diagnostics and the updating of regression estimates. © 1993 Taylor & Francis Group, LLC.

Publication Source (Journal or Book title)

American Statistician

First Page

192

Last Page

194

This document is currently not available here.

Share

COinS