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f.

r13.1

C.5. Expressing higher-order regression coefficients in terms of lower-order regression coefficients. A regression coefficient of order p can

C.5. Expressing higher-order regression coefficients in terms of lower-order regression coefficients. A regression coefficient of order p can

APPENDIX C: THE MATRIX APPROACH TO LINEAR REGRESSION MODEL 951

be expressed in terms of a regression coefficient of order p — 1 by the following reduction formula:

ßl 2.345...(p-1) — [ßlp.345...(p-1)ßp2.345...(p-1)] 1 — ß2p.345...(p-1)ßp2.34 5...(p-1)

Thus,

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