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subspacespace
2011 Jan 06
1
Splitting a Vector
...e others colinear with it. Then, using
that information to split the vector (explanatory variable) in question,
into two new vectors, one should correspond to the fitted values and one
the residuals of the (I think you could call it nested) model. One
vector therefore should be aligned with the subspacespace defined by the
other variables colinear with it, and the other will be residual, and so
orthogonal to the subspace of the colinear variables. Then by including
these two variables in the origional model - the one that showed the
order dependency, you can see how much explanatory power the otho...