Evaluating Quadratic Forms of the Matrix (X'X)−1 in a Regression Analysis, with Applications

Howard E. Doran

Journal of the Royal Statistical Society Series C, 1984, vol. 33, issue 2, 141-144

Abstract: Several areas of regression analysis involve the evaluation of quadratic forms of the matrix (X'X)−1. This article draws these areas together and shows how a technique due to Salkever (1976) can be used to evaluate these quadratic forms simultaneously with the regression estimation. This method may not be the most efficient computationally. However, because it involves only a simple modification of the X‐matrix, it has obvious applications for users of standard regression packages which do not include evaluation of quadratic forms as an option.

Date: 1984
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