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Computational Aspects

In: Adaptive Regression

Author

Listed:
  • Yadolah Dodge

    (University of Neuchâtel)

  • Jana Jureĉková

    (Charles University, Department of Probability and Statistics)

Abstract

In Chapters 3 to 6, we have presented different methods for finding the regression coefficients based on the adaptive procedures. In this chapter, we provide the reader with the computational tools that are required to obtain the regression coefficients for a given linear regression model. Testing statistical hypotheses based on the adaptive methods have also been provided in the program. In practice, calculating the scale estimator ŝ n could cause some problems due to the monotonicity of $$ \hat \beta _1 (\alpha ) $$ . To avoid this we have put some restrictions on the design matrix. A computer pro-gram in S-PLUS called ADAPTIVE is given for those who already have the S-PLUS package. The program ADAPTIVE is written by Jan Picek. It can be found on the authors Web site as well as Jan Picek Web site http: //www.ketupa.kky.vslib.cz/~laborator/picek.

Suggested Citation

  • Yadolah Dodge & Jana Jureĉková, 2000. "Computational Aspects," Springer Books, in: Adaptive Regression, chapter 9, pages 125-142, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4419-8766-2_9
    DOI: 10.1007/978-1-4419-8766-2_9
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