QR Regression Questions

Modeling
7

Michael,

I noticed a small discrpancy between your writeup and the Stan manual

  • In the Stan manual, Q is scaled by sqrt(N-1). This creates a matrix with a standard deviation of 1 for all columns

  • In your writeup, Q is scaled by N. This has a standard deviation very far from 1

Note: Data was centered, but not scaled, before doing the QR decomposition.