This is basically Alan Miller’s modification (AS274) of the other
Gentleman’s (AS 75) regression by incremental QR decomposition. It has
been lifted out of the “leaps” package and wrapped with an lm-like
interface to make experimentation easier.
The calculation of the sandwich covariance estimator in the same single
pass over the data is new.
This is basically Alan Miller’s modification (AS274) of the other Gentleman’s (AS 75) regression by incremental QR decomposition. It has been lifted out of the “leaps” package and wrapped with an lm-like interface to make experimentation easier.
The calculation of the sandwich covariance estimator in the same single pass over the data is new.