Re: reg_sweep

[John Darrington]

On Thu, Aug 26, 2010 at 12:57:28PM +0000, John Darrington wrote:
     
       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.
     
Also I found that this only works for upto 2 factors. When 3 factors are used 
the
value in CM(0,0) is completely wrong.

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