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.
-Jason
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