Abstract
Equations are derived for updating estimates of a subset of the regression coefficients in a linear model when more data become available. It is assumed that estimates of the remaining coefficients in the model are of no interest. A simple, but non-trivial special case is the centering of the regression equation by removing an unknown constant.
Citation
Richard H. Jones. "Recursive Estimation of a Subset of Regression Coefficients." Ann. Math. Statist. 41 (2) 688 - 691, April, 1970. https://doi.org/10.1214/aoms/1177697115
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