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Fitting Linear Models: An Application Of Conjugate Gradient Algorithms: 10 - Brossura

Mcintosh, A.

 
9780387907468: Fitting Linear Models: An Application Of Conjugate Gradient Algorithms: 10

Sinossi

The increasing power and decreasing price of smalI computers, especialIy "personal" computers, has made them increasingly popular in statistical analysis. The day may not be too far off when every statistician has on his or her desktop computing power on a par with the large mainframe computers of 15 or 20 years ago.

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Contenuti

1. Preliminaries.- 1.1 Introduction.- 1.2 Notation Used in This Thesis.- 2. The Linear Model.- 2.1 The Gaussian Linear Model.- 2.2 Specifying an Arbitrary Model.- 2.3 Effective Balance.- 2.4 The Generalized Linear Model.- 3. The Conjugate Gradient Algorithm.- 3.1 Minimization Concepts.- 3.2 The Basic Algorithm.- 3.3 Convergence Considerations.- 3.4 The Non-Full Rank Case.- 3.5 Computational Details.- 3.6 Preconditioning.- 4. Applications: The Non-Full Rank Case.- 4.1 A Direct Sum Decomposition.- 4.2 Enumeration of Eigenvalues.- 4.3 Complete Factorial Designs.- 4.4 Other Designs.- 4.5 Preconditioning.- 5. Applications: The Full Rank Case.- 5.1 A Full Rank Parameterization.- 5.2 Hierarchical Models.- 5.3 Eigenvalues for Complete Factorial Designs.- 5.4 Other Designs.- 5.5 Preconditioning.- 6. Examples: Gaussian Linear Models.- 6.1 Implementation Details.- 6.2 The General 3-Way Case.- 6.3 A Blocked 23 Experiment.- 6.4 A Fractional 34 Experiment.- 6.5 A Quasi Latin Square Example.- 6.6 A Balanced Incomplete Block Example.- 7. Examples: Generalized Linear Models.- 7.1 Implementation Details.- 7.2 A 3x24 Loglinear Model.- 7.3 22 Loglinear Model on a Latin Square.- 7.4 A 3x22 Binomial Example.- 7.5 A Combined Loglinear and Binomial Example.- 8. Concluding Remarks.- References.- Appendices.- A. Algorithms.- A.I Hestenes-Stiefel Algorithm.- A.2 Beale Algorithm.- A.3 Preconditioned Hestenes-Stiefel Algorithm.- A.4 Hemmerle’s Algorithm with Line Search;.- A.5 Hestenes-Stiefel Algorithm with Hemmerle’s Preconditioning.- A.6 Eigenvalues, Non-Full Rank Parameterization.- A.7 Eigenvalues, Full Rank Parameterization.- B. GLIM Output.

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Book by McIntosh A

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