Accession Number : AD0846245

Title :   The Theory Behind and the User's Manual for the Generalized Least Squares Fit (GELSF) Digital Computer Program,

Corporate Author : ARMY MISSILE RESEARCH DEVELOPMENT AND ENGINEERING LAB REDSTONE ARSENAL AL AER OBALLISTICS DIRECTORATE

Personal Author(s) : Rich, Nancy R.

Report Date : 23 OCT 1968

Pagination or Media Count : 71

Abstract : In a series of n observations or measurements, y sub i, each of which has k known associated variables (x sub 1,i), (x sub 2,i),...(x sub k,i), it is often possible to construct a linear statistical model to describe the system: y = b sub o + (b sub 1)(x sub 1)+...+(b sub k)(x sub k) + e. Here the (b sub i)'s are fixed but unknown quantities and e is additive random noise. Assuming independent observations with equal variances, the least squares estimates of the coefficients (b sub i)'s are found. If e has a normal (Gaussian) distribution, the least squares estimators are also the maximum likelihood estimators and several well known statistical tests for various hypotheses are applicable. The Generalized Least Squares Fit digital computer program provides the least squares estimates of the unknown coefficients. It also gives the covariance and correlation matrices of the estimates. (Author)

Descriptors :   (*CURVE FITTING, EXPERIMENTAL DATA), (*LEAST SQUARES METHOD, COMPUTER PROGRAMS), STATISTICAL TESTS, ANALYSIS OF VARIANCE, CONFIDENCE LIMITS, CORRELATION TECHNIQUES, PROBABILITY DENSITY FUNCTIONS, DECISION THEORY, MATRICES(MATHEMATICS), MATHEMATICAL MODELS.

Subject Categories : Statistics and Probability
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE