Methods and systems for fast least squares optimization for analysis of variance with covariants

摘要

Methods, systems and computer readable media for fast linear regression for modeling effects of multiple variables on uni-variable or multi-variable outputs. The techniques are particularly advantageous for large data matrices representing nominal and/or ordinal variables in conjunction with one or more scalar variables. Because nominal variables tend to produce very large, yet very sparse matrices, techniques for condensing such matrices and implementing such condensed matrices in performance of linear regression calculations are also provided.