The QR decomposition is not a panacea. If the matrix of predictor
variables is ill-conditioned enough, some loss of precision can still
result. We might do well to regard centering as preventive medicine.
David Hoaglin
On Sun, Jan 20, 2013 at 7:01 PM, Jvverkuilen <jvverkuilen@gmail.com> wrote:
> Yes, from what I recall from scientific computing, the QR decomposition solves the numerical problems. It effectively centers and orthogonalizes the variables.
>
> Centering is really about interpretation now.
>
> --
> JVerkuilen, PhD
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/