In this post, I explain different approaches for solving linear regression in R: directly, using QR, singular value and Cholesky decompositions, and do some benchmarking for comparison with in-built approaches.
thomvolker.github.io/blog/2506_re...
In this post, I explain different approaches for solving linear regression in R: directly, using QR, singular value and Cholesky decompositions, and do some benchmarking for comparison with in-built approaches.
thomvolker.github.io/blog/2506_re...
Y on 1, D, X
Y on 1, D, X, D*(X - Xbar)
It is common to refer to the first as "OLS."
Y on 1, D, X
Y on 1, D, X, D*(X - Xbar)
It is common to refer to the first as "OLS."