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Journal of the Operational Research Society Volume 35, 1984 - Issue 10
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Theoretical Paper

Discount Weighted Regression

P. J. HarrisonUniversity of Warwick
&
F. R. JohnstonUniversity of Warwick
Pages 923-932 | Published online: 20 Dec 2017
 
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Abstract

A recursive procedure for discounted multiple linear regression is described, together with a discounted estimator for the residual variance. The method is simple to program and involves no matrix inversion. Two examples are given.

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