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Re: st: mean centering


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mean centering
Date   Mon, 21 Jan 2013 01:11:24 -0500

On Sun, Jan 20, 2013 at 8:56 PM, David Hoaglin <dchoaglin@gmail.com> wrote:
> 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.

It's been a while since my scientific computing class (highly useful!)
but I seem to recall that the SVD is the best possible, while QR is
the most practical in terms of computation for most problems. If
conditioning is bad enough nothing really helps. And of course
rescaling and or centering helps eliminate issues such as having one
variable scaled in millions and the other in millionths, which just
makes needless trouble for finite precision arithmetic.

The main reason I advocate it for students is to help make
interpretation easier, though, which it definitely does.
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