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Multivariate least squares and its relation to other multivariate techniques

✍ Scribed by Stan Lipovetsky; Asher Tishler; W. Michael Conklin


Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
114 KB
Volume
18
Category
Article
ISSN
1524-1904

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This paper develops a general multivariate iteratively re-weighted least squares (MIRLS) algorithm to ®t multinomial data for a large class of link functions. The algorithm is shown to be very useful for the generalized linear model when applied to ordered data using either the logit or the normit l