Recursive Estimation of a Subset of Regression Coefficients

Jones, Richard H.

Ann. Math. Statist., Tome 41 (1970) no. 6, p. 688-691 / Harvested from Project Euclid

Résumé

Equations are derived for updating estimates of a subset of the regression coefficients in a linear model when more data become available. It is assumed that estimates of the remaining coefficients in the model are of no interest. A simple, but non-trivial special case is the centering of the regression equation by removing an unknown constant.

Publié le : 1970-04-14
Classification:

@article{1177697115,
     author = {Jones, Richard H.},
     title = {Recursive Estimation of a Subset of Regression Coefficients},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 688-691},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697115}
}

Jones, Richard H. Recursive Estimation of a Subset of Regression Coefficients. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  688-691. http://gdmltest.u-ga.fr/item/1177697115/