Abstract
The general linear model with correlated error variables can be transformed by means of the generalized singular value decomposition to a very simple model (canonical form) where the least squares solution is obvious. The method works also if X and the covariance matrix of the error variables do not have full rank or are nearly rank deficient (rank-k approximation). By backtransformation one obtains the solution for the original model.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
