Re: DM: Why is Singular Vector Decomposition for OLS?

[Lynd Bacon]

A reference is:

Thisted Ronald A. (1988) Elements of Statistical Computing. NY: 
Chapman and
Hall.  See pages 95-105 for a discussion of SVDs.

-lynd bacon


At 07:25 PM 4/9/98 +0530, Krishnadas wrote:
>
>Hello,
>
>Since SVD is used widely for OLS I guess it has clear advantages over
>plain Inverse(X'X) X'Y.  Can anyone tell me about it?  Any good books
>or references on the motivation for SVD and application of other 
>matrix
>decomposition in statistics?
>
>Thanks.
>
>  -- Krishnadas
>
>-----------------------------------------------------------------
>C. K. Krishnadas                c k krish at cyberspace dot o r g
>ckkrish@cyberspace.org         http://www.cyberspace.org/~ckkrish
>na.kck@na-net.ornl.gov
>-----------------------------------------------------------------
>
>
>
>
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