DESIGN MATRIX;
LINEAR MODEL;
REGRESSION;
PC PROGRAM;
D O I:
10.1016/0020-7101(93)90056-C
中图分类号:
TP39 [计算机的应用];
学科分类号:
081203 ;
0835 ;
摘要:
A PC program, DESIGN, which can be used to evaluate and compare alternative choices of the design matrix, X, in the general linear model y = Xbeta + epsilon is described, illustrated and made available to interested readers. Given X, the program (1) computes various measures of the 'stability' of X and X'X and (2) determines the precisions of estimates of the model parameters, beta, and of predicted values, y, at the given design points. Examples focusing on polynomial regression are given.