Selection of Working Responses

GREGPLUS selects the working response variables for each application by least squares, using a modification of LINPACK Subroutine DCHDC (Dongarra et al., 1979) that forms the Cholesky decomposition of the matrix selected responses linearly independent, a 

The needed elements of the matrix X are obtained directly from the Cholesky decomposition of X. The constrained minimization of S 9) is performed by successive quadratic programming, as in Chapter 6, but with these multiresponse identities. 

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Investigation 3 gave a more detailed treatment of the data considered by Box et al. (1973), using an early version of Subroutine GREG. Local Taylor expansions of f(0) were used to compute constrained New ton steps toward the minimum and to obtain interval estimates of 6. Local rank testing of v was included in the selection of working responses. A collocation algorithm was used to compute the parametric sensitivities dFi xu)/d6j. directly. 

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