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Move definition of Q in RegressionBase #7

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AlePalu opened this issue Apr 18, 2023 · 1 comment
Open

Move definition of Q in RegressionBase #7

AlePalu opened this issue Apr 18, 2023 · 1 comment

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@AlePalu
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AlePalu commented Apr 18, 2023

Definition of matrix $Q = W(I-H)$ is the same for all instances of regression models seen so far. Can move to RegressionBase and avoid code replication.
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AlePalu commented Apr 18, 2023 •
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Assembly of matrix $Q$ can probably be avoided thanks to cyclic property of trace operator.
Fix postponed because removing $Q$ has an effect on the definition of the expression of GCV derivative.

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