Section 12g
12.8 Computational Considerations: 12.8.1 Methods for All Possible Subsets, 12.8.2 Generating the Best Regressions, 12.8.3 All Possible Regressions Using QR Decompositions
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Problem 12g.1
Write a small computer program to calculate the residual sum of squares for all possible regressions using the Garside algorithm. What size problems can reasonably be handled?
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Origin: Stated according to the original source
Problem 12g.2
Implement the Morgan and Tatar algorithm. What sort of improvements do you notice over the Garside algorithm?
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Origin: Stated according to the original source