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From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: mean centering |
Date | Mon, 21 Jan 2013 10:16:22 -0500 |
On Mon, Jan 21, 2013 at 8:59 AM, David Hoaglin <dchoaglin@gmail.com> wrote: > I don't think one needs the SVD to solve a least-squares problem. I think the idea was that it was the most numerically stable algorithm, but that QR was the most practical for the vast majority of problems. The class in question was taught by Mike Heath, who is one of the big names in scientific computing, but my copy of the book is elsewhere and it was quite a while ago. To the Google: http://www.cse.uiuc.edu/heath/scicomp/notes/chap03.pdf Near the end of the slides he's got a comparison of the different methods. The > SVD, however, provides the information for the detailed diagnosis of > collinearity developed by Belsley, Kuh, and Welsch (1980). Yes, and -biplot- can be very helpful to look through X variables if one scales appropriately, though it wouldn't deal with the column of 1s appropriately, so I think that a regression diagnostic biplot would need to be adapted appropriately. Hmmm, hadn't thought of that. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/