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Re: reg_sweep

From: Jason Stover
Subject: Re: reg_sweep
Date: Thu, 26 Aug 2010 09:30:47 -0400
User-agent: Mutt/1.5.18 (2008-05-17)

On Thu, Aug 26, 2010 at 12:57:28PM +0000, John Darrington wrote:
> I'm starting with a simple univariate anova, using my rapidly hacked up 
> version of 
> GLM:
>   glm Y by X1 X2.
> In my glm implementation I have the following code:
>   {
>     gsl_matrix *cm = covariance_calculate_unnormalized (cov);
>     dump_matrix (cm);
>     reg_sweep (cm, 0);
>     dump_matrix (cm);
>   }
> I can see that before the sweep operatotr, the Corrected Total is in CM(0,0)
> I can also see that after the sweep operator, CM(0,0) contains 
> (CorrectedTotal - SumOfSquaresForX1).  How do I get the sum of squares for 
> X2? 
> The only way I can see it is to re-arrange the rows/columns of CM such that 
> X2 is
> the first factor and re-run reg_sweep.

I believe that information is CM, somewhere. It may need to be 
computed from another value from CM. I'll have to think about it.


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