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Generalized inverse regression

  • G. Barrie Wetherill
  • P. Duncombe
  • M. Kenward
  • J. Köllerström
  • S. R. Paul
  • B. J. Vowden
Chapter
Part of the Monographs on Statistics and Applied Probability book series (MSAP)

Abstract

We have just been studying the problems which can arise due to multicollinearities in regression. Examples quite frequently occur when there is an exact, rather than an approximate, linear relationship between the explanatory variables, and the problem we then face is that the matrix in the normal equations which we wish to invert is singular. Examples will be given below. In fact, it is possible to go through with much of least squares theory using what we call generalized inverses.

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References

  1. Boot, J. G. C. (1963) The computation of the generalized inverse of singular or rectangular matrices. Amer. Math. Monthly, 70, 302–303.CrossRefGoogle Scholar
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Copyright information

© G. Barrie Wetherill 1986

Authors and Affiliations

  • G. Barrie Wetherill
    • 1
  • P. Duncombe
    • 2
  • M. Kenward
    • 3
  • J. Köllerström
    • 3
  • S. R. Paul
    • 4
  • B. J. Vowden
    • 3
  1. 1.Department of StatisticsThe University of Newcastle upon TyneUK
  2. 2.Applied Statistics Research UnitUniversity of Kent at CanterburyUK
  3. 3.Mathematical InstituteUniversity of Kent at CanterburyUK
  4. 4.Department of Mathematics and StatisticsUniversity of WindsorCanada

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