THE USE OF THE GENERALIZED INVERSE IN THE GENERAL LINEAR STATISTICAL MODEL.
Abstract
The general linear model of statistical inference is formulated in terms of the Moore-Penrose generalized inverse. The matrix algebra of the generalized inverse which is essential to the model is presented. A methodology for estimation and hypothesis testing is derived which permits identical manipulation of both the full rank and the less-than-full rank cases of the model. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1967
- Accession Number
- AD0828255
Entities
People
- Frederick Roberts Ackley Jr
Organizations
- Naval Postgraduate School