AUTOMATIC MULTIVARIATE NORMAL STEP-WISE REGRESSION ANALYSIS

Abstract

Assume that p random variables, Y(sub n) where n=1,...,p, are distributed according to some multivariate normal distribution (called the p variate normal). Methods of predicting the value of one, Y(sub p) given the values of the other p-1 variables are discussed. A study is made of the problems encountered whenever one tries to reduce the number of variables used to predict Y(sub p) and at the same time minimize loss in prediction accuracy. Modifications of the step-wise procedure of adding predictor variables one at a time are considered, and methods of using an automatic high speed electronic computer to perform the numerous calculations involved are described. A high speed computer program was written to generate samples from any specified p variate normal.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1963
Accession Number
AD0482270

Entities

People

  • Richard M. Thatcher

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Automatic
  • Computations
  • Computer Programs
  • Computers
  • Data Science
  • Distribution Functions
  • Information Science
  • Multivariate Analysis
  • Normal Distribution
  • Probability
  • Random Number Generators
  • Random Variables
  • Regression Analysis
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Tests
  • Statistics

Readers

  • Marine Ecotoxicology
  • Regression Analysis.

Technology Areas

  • Microelectronics