1993•The American StatisticianRequires access

A Note on the Updating of Regression Estimates

Luis Alberto Escobar, E. Barry Moser

Abstract

We present a general approach to the derivation of changes in regression coefficient estimates and their covariance matrix due to addition or deletion of independent or correlated observations, re weighing of observations, and general changes in the covariance structure of the model. These results are useful in the area of regression diagnostics and the updating of regression estimates.

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Key concepts: Regression diagnostic, Regression, Statistics, Regression analysis, Cross-sectional regression, Covariance, Mathematics, Linear regression