A PC program to aid in the choice of the design matrix in multiple linear regression.
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A PC program, DESIGN, which can be used to evaluate and compare alternative choices of the design matrix, X, in the general linear model y = X beta + epsilon is described, illustrated and made available to interested readers. Given X, the program (1) computes various measures of the 'stability' of X and X'X and (2) determines the precisions of estimates of the model parameters, beta, and of predicted values, ŷ, at the given design points. Examples focusing on polynomial regression are given.
complete list of authors
Furey, AM||Kowalski, CJ||Schneiderman, ED||Willis, SM